Getting Things Done is, at its heart, about making good lists. Good lists contain items that can be done, and they contain items that can be found when needed. Bad lists are poorly written ("write paper for class," which is too vague and open to be tackled without breaking it down into smaller steps), lost, fail to point to due dates, are too complicated, or don't point you to what you need when you need it.
So how does one succeed with GTD? First you have your system, either pen and paper (and a lot of patience, as there is going to be a lot of recopying going on) or an application (Remember the Milk, OmniFocus, and Things, for example). Then you record the things you need to do.
How does this extensive set of lists become useful? How do you figure out what you need to do when you need to do it? By looking at all of those items by project, context, date, flags, or the whole enchilada. Seeing your to dos by their projects (what things go together for a set goal, such as writing that research paper), contexts (while at the copier, I should get all my copying done so I don't have to come back in this room tomorrow), dates (either when it's due, or when you want to start working on it), flags (a way of highlighting items that you want to work on now but don't have a due date anytime soon), or the whole enchilada is how you get those items completed at the right time and place.
The whole enchilada is another way of saying the review. The review is reading through all your lists to look for what needs fixing, changing, and deleting. The best bit is realizing that you've already done something and can simply make it off. That's gold (and silver is deleting something as no longer needed).
So: note what you have to do, and then keep an eye on those to-dos by projects, contexts, flags, dates, and the whole enchilada. Good luck.