I keep a notebook handy and write down things I will be likely to forget - like what the garrison of a city is when I spy on it, what level of buildings are required for each unit when I am playing mods so I don't constantly have to look at the building browser. I also have notes for what the triggers for some traits are, what is required for certain guilds and so on. Looking back though, most of the stuff written down is notes for AARs that never materialized and statistics trying to figure out various aspects of the economy.
When I was playing MTW I remember drawing a crude map of HRE's starting provinces with each region highlighted one of three colors that determined whether it was best to build farms, trade, or barracks in that region at the start of the game.
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