Close reading is a very important skill required for questions that give you a passage to look at in the exam. An example A-level question might be, 'Discuss the passage from Act 1 Scene 4 of Hamlet, exploring Shakespeare's use of language and dramatic effects.' The aim of close reading is about relating very small details, such as individual words or phrases, to the meaning of the whole passage. You should therefore spend some time thinking about the major themes of the passage, which will give you a guide on how to structure your essay.
Your starting point should be the two key phrases in the question - 'language' and 'dramatic effects'. This means you are looking for individual words or phrases, as well as paying attention to the form of the passage. Is it a soliloquy? A dialogue between two characters? A public scene? Focusing on these things will ensure you do not stray from the question. Annotate the parts about the passage that use interesting words or phrasing, relating back to the themes of the passage that you have identified. Once you have thoroughly annotated the passage you can start structuring your ideas into an essay.