This is something I have been doing a while now, as you probably know by now you should immerse yourself with Japanese things as much as possible, watch Japanese tv shows, listen to Japanese podcasts, read Japanese articles etc. Well when you are looking over these, I'm sure you will come over a whole bunch of vocabulary and phrases that you don't know (if you are a beginner then you will come across far to many to do this but I'll go into that later.

So what do you do? You write down all the phrases and vocab (even grammar points you have to look up) into your special vocabulary book! If your a beginner and you come across too many alien words or phrases then just pick out the most important and useful words and phrases. This can really help your Japanese and will extend your vocabulary, depending on what you are reading/watching/ listening to, you may even learn colloquial terms to help you sound more native. Give it a go, it will help you LOADS!