The key point to note is that what happens in the mediation is confidential. Typically the agreement to mediate will include a confidentiality clause. In Hong Kong, the confidentiality of mediation is now protected by statute (Mediation Ordinance).
You may want to keep notes to remind yourself of offers that have been made. Or while the other side is speaking you may want to make notes so that you do not forget to make a point. These are all reasonable things to do during the mediation. However, be careful that the notes and information will be confidential.
Most mediators let clients know that if they make any notes during the mediation, that these notes will be destroyed once the mediation is completed. You may find this a good practice to help protect the confidentiality of the mediation session.