Captain obvious is back: gotta add every new word to Anki (flashcard app). Everytime there’s a word you don’t know, look it up and add it to Anki.
As obvious as it may sound it’s really important to do so. Of course, when you’re a beginner or don’t have much vocabulary yet, you’ll end up adding pretty much every word you encounter and you’ll get bored just as fast. So at first I recommend to just add words that you encounter frequently and that make you think “man, I know I’ve seen this word, what does it mean already?”
That kind of stuff. Then I suggest adding words that attract your attention when you encounter them. And then obviously the best thing is to add every word you don’t know that you come across. I personally try to do this as often as possible, although I’m human and there are always times when I’m watching something and there’s a word I want to remember, but I’d rather keep watching the video while eating biscuits.