Third year and I'm still not entirely convinced I know but hey ho.
First thing I'd suggest is analyse your course handbook/s and then the exam papers.They should tell both the topics you'll need to know, how they'll ask you it and what kind of approach they're looking for. If you don't have to learn everything don't; picking a few topics and go in depth is better than a shallow knowledge of everything or will at least save the stress.
I'm not sure how science works but humanities etc.. at least it's not like A level in that they expect you to do the leg work. Rarely will there be a a nice and convenient syllabus rather you have to gather the information your self and hope it's going to be relevant. In that respect go off the lecture topics and if you don't feel like you know everything read to fill in the gaps.
Also get to know your professors/markers. It's a lot more subjective than A level and although big things should be double marked I've found my department are very allied on ideas. Find out what kind of structure essays they like, their favorite topics. At the very least it'll be the kind of thing more likely to come in exams/essays. (again humanities/social sciences).
All that said, depending on what your university is like it'll be staged. My first year you could mostly go off lectures and be alright. Reading ahead is helpful and good habit to learn but not nesscarily important at this stage. Always do a little extra reading and find your own things. Even one or two extra opinions not on the readings (but still relevant). By third year for me feels like lectures are more about consolidation than learning which is done prior/around but you develop that over time.
End of day though is time. You can't avoid putting in the hours at some point if you want to do well. I'd highly recommend making good sets of notes you can use later as you go along. For example history, I'd note down a topic, then key facts within it and then the debates with the major academics/opinions listed under each one plus my own opinion at the end. You'll develop your own style subject to your own course and personal preference. It'll save so much time to learn it now, I cannot tell you how many hours I wasted and regret not having done this properly the first few exam periods because you end up spending time having to reread.
Biggest things to focus on right now I'd say would be working on your ability to stay relevant (again not sure for sciences?). It's very easy to wander and try and through everything in if you panic and tripped me up so many times to begin with as did it a lot of people I know. Also analytical skills, they don't appreciate narration and it's a skill worth learning now to make later easier. These are two things I wish I'd focused on in first year and if you've ot them down great but if not nows the time to master them.
Most of all enjoy it. First year should be your easiest work wise (and usually doesn't count to your final classification?). I'd focus on honing your skills for later rather than getting them perfect now and making the most of uni life.
Also feedback, get as much as you possibly can even if this mean badgering people. For all the advice people can try and offer feedback is the only time where you will get specificaly tailored advice on how to improve from the people giving you your grades.
Well this turned into an essay
good luck OP, and on a some none study related get as much experience as you can now and make the most of your career service because graduation comes round faaaast.
Eta: One reading this back, I realize it's really badly written but I can't be bothered editing so I'm sorry for that.