I remember when Igli was taking notes throughout the Game of Thrones reaction. I feel as though it might be a good idea to do the same with Dark. The pace of the story is about to shift up a gear. Information drops are going to be coming fast, but in subtle ways too. The show doesn't spoon feed the audience.
I was totally lost the first time I watched through. Blake is doing what I did and just soaking up the vibes, I didn't really "get it" until I did rewatches.
If you really want to absorb in real time, I think notes would be a good idea, especially since you are not binge watching lots of episodes back to back.