Keep playing levels, and you'll naturally find lots of Lost Words. You'll probably have hundreds of unfound Lost Words at any point in time; don't worry about trying to remember them. (When you get down to one or two unfound Lost Words in one of your books, maybe then you want to remember to keep an eye out for those specific words.)

When you find a Lost Word while playing a level, a brief pop-up will inform you. Also, at the end of the level, a pop-up will remind you of the Lost Word or Words you found during the level.