Look through your lecture notes to get a sense of the big themes of the course.
Write down these themes, each on a separate index card.
Check and double-check what materials will and won't be allowed in the exam.
Go through these materials, keeping brief notes on index cards and highlighting relevant sections of text.
Use a different index card for each bit of information, categorizing and stacking cards by the themes you have identified.
Note on the index cards exactly what part of what materials the information came from.
Bring these index cards to the exam along with the other allowed materials. Make sure they remain sorted by theme.