I didn't worry about note-taking until our older dd was in high school. What I did was tape the evening world news on Monday night, and the next day she would watch the tape and take notes on what was being reported (names, places, events). If she missed something she felt was possibly important, she could rewind and view it again. Afterwards, she would write a summary and locate all the places mentioned on a world map.
If you're wanting to start note-taking earlier than high school, I would say waiting until age 11 or grade 6 is a good time to start. I don't think it's necessary before that.
Maybe read to them from a short newspaper article, having them take notes as they feel led. Afterwards, they can compare their notes with what you've highlighted in the article as the main points; then review it with them.
You wouldn't have to use newspaper articles; you could use a passage of scripture, an Aesop's fable, anything that's interesting and relatively short.