A couple weeks ago in our officer training, we were discussing what God does and does not call us to do in worship. The Westminster Confession (one of our doctrinal statements) lists the "parts" of an ordinary worship service, such as prayer, singing, and preaching. But what's interesting is that when it discusses the ministry of the Word as part of a biblical worship service, it does not only mention the reading and preaching of God's Word (i.e., what the preacher does), but also the "conscionable hearing of the Word" on the part of the congregation (WCF 21.5). In other words, a sermon is a two-sided activity — the pastor and the people are worshipping God. Just like pastors must always work at becoming better preachers (1 Timothy 4:15), the congregation must always work at becoming better listeners! This is especially important in our age of digital distraction and mindless amusement. 

To that end, I'd encourage you to read this blog post by another PCA pastor on how we can become better at listening to and benefiting from sermons. Payne encourages us to prepare for Sundays throughout the week, to keep our Bibles open, and to take notes. I hope you find it helpful.