Learning this material is difficult for many American students because European geography and European history are not usually part of the required high school curriculum, and when those courses are offered, they tend to concern war, religion, and politics rather than music and art.
Your Music Appreciation teacher is trying his or her best to provide you with a context. That is what the course is all about. Your teacher doesn't expect you to be an expert when you finish the class. S/he simply wants you to understand enough about music to continue to listen and to become part of the general audience for "classical music." It is unfortunate that college Music Appreciation classes have to have exams and that students need to be graded on their work, but that is the way the game is played.
Music Appreciation classes involve a lot of in-class listening. It is nearly impossible for novice listeners to take meaningful notes on a piece they are listening to for the first time, but it is possible to go to the library (my school has several sets of Music Appreciation textbook discs on reserve) and listen again. If you do it right after class on the same day, following along with the textbook listening guide, you will find that the music you hear will be familiar. Subsequent hearings with help you understand more about the structure of the music. It usually takes about three hearings (sometimes done on different days) for a new listener to be able to recognize a piece of music, but sometimes it takes four.
It is during that third or fourth hearing that you might want to make notes for yourself about what to listen for, should you find yourself in a position to have to identify the piece for an exam. You should notice the instrumentation of the piece, its language if the piece is vocal, the application of vocabulary words such as piano, forte, tutti, basso continuo, Alberti bass, counterpoint, homophony, etc. You could even make a note of certain traits of the particular composer you are listening to. If your professor makes on-line links (I use YouTube videos for my classes) of other music by the composers you are studying available to you, listen to them. See (and hear) if you can find a particular composer's voice in other music by him or her.
Repeat this for every piece on your study guide, and you will do well on the listening parts of your exams. If you wait to listen to the all the material until the night before an exam, you will probably not do very well. The stuff of a Music Appreciation class is music, and music exists only in time. There are no SparkNotes for pieces of music. Musical terms are meaningless unless they are applied to musical actions.
Here are a few basic guidelines for getting the most out of your class:
1. Go to class. It takes much more work (and much more time) to learn this stuff on your own.
2. Arrive on time.
3. Listen with full attention while you are in class, and then listen again on your own while following the listening guide.
4. Take notes during lectures.
5. Ask questions.
6. Do the reading assignments you are asked to do.
7. Take advantage of the free supplemental material available to you on line. Listen to the "classical" radio station(s) in your area and watch the Arts Channel on cable television. You should be able to find both of these rather easily.