[1] http://nautil.us/issue/52/the-hive/modern-media-is-a-dos-att...
Books are an intrinsically better format for this since the amount of time required to 'process' the new information will vary a lot from person to person, and you get complete control with books. I can't see any benefit to the lecture format aside from mass consumption—aside from question-asking, which I do think is vital, but it is typically under-used. Books + lots of questions to an expert seems ideal.
With video tutorials I have the same problem. On normal speed I will work ahead, take a wrong turn because I didn't know where the lecture would go or drift off in to something slightly creative and than notice that I missed a section where finally something new was explained. So I have to skip back and find where I started missing something (Something really really annoying with audio material; No thumbnails, no search, no skimming backwards, mostly no identification possible from a single frame or word (the easiest way to find a part again, to which I listened before, is to remember where on my journey I was when I listened to that part and where that was in relation to where I heard what is currently playing)).
Another analogy might be trying to ride a bike too slowly. It's very difficult not to wobble extremely and fall off. It takes more effort to ride slowly. My mind can't wander with slow speech because it takes great effort and attention to maintain ideas in active memory long enough to make it through sentences. I am better able to have branching thoughts while keeping up with the thread of speech when the speech is faster.
I frequently drive with audiobooks on and it is usually not possible for me to follow along without a speed boost of at least about 25% or so.
In other words, allow creative thoughts about the things the lecturer is saying to form – wander around in idea-space a bit – and think about them, while simultaneously keeping up with the thread of the speech. You'll gain a lot more from your time in the lecture hall, and it'll also be a lot more fun. A lecture shouldn't just be (and doesn't have to be) dry information stuffing.