As you read, think about annotating in a way that helps you track your ideas and memories of the text. I must admit, in this sense, the highlighter is VERY important for myself and many of my students. If there is a passage of a text that resonates greatly, it might be worth highlighting in order to know where it is quickly. Especially when you're discussing a text in class or writing a paper later, it is useful to have your aces and wild cards at the ready. I usually advise my students who use a highlighter to only use it in the case of the main passages--I usually say no more than 10-12 passages should be worth a highlighter's mark.
In general, you might look at your syllabus and think of the main themes and questions your professor has pointed you toward. You might think of the main themes that the books present and use that as a guide for how to think of the texts, poems, criticisms, and art of the course. If the course is, for example, on Modernism, you might note what each text presents on ideas of war, mortality, and consciousness. What does the text say about nationality? What does it say about the role of art? Amid a time between wars? How do the collection of texts make a larger essay and raise questions about these themes? If you can gauge the basic themes and questions from the syllabus or from asking the professor during office hours, this will be a great reading guide, as well as excellent preparation for essay writing after finishing a text.