Reading a book should be a conversation between you and the author. Presumably he knows more about the subject than you do; if not, you probably should not be bothering with his book. But understanding is a two-way operation; the learner has to question himself and question the teacher, once he understands what the teacher is saying.
Marking a book is literally an expression of your differences or your agreements with the author. It is the highest respect you can pay him.
Marginalia in Merckwürdige Nachricht aus Ost-Indien, Reise- und Missionsbericht by Heinrich Milde (1676-1739). Public domain via Wikimedia Commons.
Julius Caesar marked up by students and teachers using co-ment.