One of the most famous quotes in mathematics is also its most notorious tease: "Cuius rei demonstrationem mirabilem sane detexi. Hanc marginis exiguitas non caperet." ("I have a truly marvelous proof of this proposition which this margin is too narrow to contain.") [quote & text from Wikipedia] -- Fermat's last theorem. Only hundreds of years later was this to be proven, using methods far beyond what was available at the time.
Marginal notes are not a skill I have ever acquired. I might underline a few sentences, but beyond that my notes are likely to be single words. This is little use to anyone else, and give only a limited window into my thinking should I review the same papers later. The vagaries of my filing system sometimes lead to multiple printings of the same article, which certainly defeats any markup on the first copy.
If you ever discover a colleague who does have the habit: treasure them! I once had a trip for Millennium to visit a clinical collaborator. The trip involved two planes, as the city we were traveling to lacked direct flights from Boston. On the first leg I began my usual habit of reading The Economist, but en route I spied one of my colleagues reviewing papers relevant to our visit. Feeling a tad chagrined that I hadn't brought any such practical reading material with me, I asked if I could borrow some of the papers. What a revelation!
There in the margins of the photocopies in small but neat script were sentences! Multiple sentences! Questions raised by the text! Cross-references to other work! Criticisms & commentary! Her notes were succinct yet revealing of her thinking of the strengths & weaknesses of the paper and how they fit into the context of other work.
Alas, I am unlikely to frequently have such moments, as our professional paths have now diverged. And I certainly didn't borrow her marked up photocopies nearly often enough after that trip. But it is a standard to keep in mind, even if to only to match infrequently.