The most important thing to remember when you come to a reading comprehension question on the GRE is to read actively, but quickly. This just means that you should not skim, but that you should not attempt to memorize everything that you read, either. Remember, you can always refer back to the reading passage if you need to retrieve specific details, so read fast enough so that you can gather and retain the basic facts about the reading passage, and read so that you can get your bearing about the makeup, style, and informational content of the passage.
To read actively means to think about what is written as you are reading, and this is the exact skill that the GRE test-makers are testing for, as it is the ability to read large amounts of information in a short period of time with a relative high understanding and retention-rate that is the cornerstone of success in graduate school. Just as is expected of you on the GRE, in graduate school you'll be required to read frequently, and you'll be expected to get the main idea quickly.
Reading actively is a skill that is acquired over time, and, unlike reading a newspaper article, active reading requires you to consider the broader meaning of each sentence or paragraph and how each sentence or paragraph relates to the tone, style, intended effect, etc. of the passage as a whole. It is not so important that you are able to come up with neat relationships and concrete examples for each sentence when you are reading, but what's important is that you are thinking about what it is that has been written. Doing so will help you to answer most questions that you'll be confronted with. When actively reading, you should be contemplating the following:
When we say contemplate, we don't mean for you to actually stop reading and go through this list of questions after each sentence. Rather, this questioning process should be active but done in the background of your mind, and should not interfere with the pace of your reading. Luckily, it's enough for you to be aware of these questions and to remind yourself of them after each paragraph, for example, for the active reading style to be of any benefit.