I encourage my students to create a key for the important themes and characters in a book and then to use that key to annotate the outer margins as they read. So, for example, when reading The Count of Monte Cristo, you might write E.D. in the margin every time you come across an important quotation relevant to the character of Edmond Dantès, or you might write M in the margin every time you come across an important quotation relevant to the character of Mercédès. Likewise, you might use the letter R to mark a quotation relevant to the theme of revenge, or the letter F to mark an important quotation relevant to the theme of friendship.
To make things even easier, it's a good idea to use different colors to mark characters and themes respectively.
If you annotate your copy of the text in this way, it will...
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be quick and easy to find quotations afterwards for whichever theme or character you need to revise for. All you need to do is run your thumb along the outer edges of the pages and look out for the letters which correspond to the relevant themes and characters. You could even draw a circle around a letter if it marks an especially important quotation, and this will help you to prioritize your quotations.
Finally, for really thorough annotations, I would recommend writing a brief overview at the end of each chapter to summarize your thoughts about the events and ideas in that chapter. In this way you will create, as you go, a detailed synopsis of the story that you can turn to as a refresher at a later date.
One of the most difficult or challenging aspects of The Count of Monte Cristo is the huge cast of characters. With all those names to remember and keep up with, it can be difficult to remember who did what! As you annotate, I recommend that you also start a running list of which characters appear in each chapter. As you come across a major character, take a second and go to the beginning of the chapter and jot that character's name down. This will help you start to keep track of when and where the characters appear; now, as you read the chapter and something important or significant happens to that character--go back to your list at the beginning of the chapter and make a note about that character. Keeping a running tab on the characters and their actions will definitely help you get a handle on the action and understanding the characters' motivations and will be extremely helpful in terms of reviewing before the exam.