While performing the experiments, some key concepts to keep in mind are: the importance of careful optical alignment, the manifestation of physical principles in the reality of lab setting, and the need to log measurements and estimated sources of error as well as the amplitudes in those errors. In addition to understanding how to set up and do the experiments, an important part of any laboratory class is the analysis, interpretation, and discussion of the lab in a written lab report. Each person must keep her/his own lab notebook. For each experiment you may have notes from the lab work, but then you must also produce a more formal description of the experiment, beginning-to-end.
When you are writing your report, it helps to keep the would-be reader in mind. If you imagine that your report is going to be read by a somewhat incompetent physicist trying to duplicate your resuls, it will help guide your thought process: the reader has some physics background (so you don't need to explain the obvious) but is prone to error (so you need to be clear, unambiguous and point out sources of error!).
Be complete, clear, and organized!