I still have the medium-sized dictionary I bought for college. Many words have dates or notes next to them, from the time when I would use it for studying and doing exactly this. I also have the thesaurus, of similar size, I bought at the same time.

Today I keep a spreadsheet of "Words of Interest", where I make notes about words I encounter that I either don't know or find especially insightfully placed. Come to think of it, I wouldn't mind a decent dictionary app that allowed for making permanent personal annotations. Do you happen to know of one?