If you're a player, you should take notes of important names and other things that come up during the adventure.
If you're a GM, you should keep your notes organised.
And to answer the obvious question: Yes, we will be continuing into the next movie.
Transcript
{Great celebration parade in the main square of Naboo}
Padmé: My fellow beings of Naboo! Today is a great day!
Padmé: We have defeated the evil plans of the Trade Federation!
Padmé: And, thanks to the incredible bravery and cleverness of the Cheddar monk Qui-Gon Jinn, we've recovered the Lost Orb of Phantasmal Malevolence—
GM: Look, it's not called that. It's the Lost Orb of Phantasmagor...
GM: Wait a sec...
GM: I'm sure I have it written down somewhere...
Padmé: I now return the Lost Orb back to its rightful owners, the Gungans!
Boss Nass: Wesa be thankin' you greatly!
Padmé: And rewarding us greatly. Don't forget, you said you'd reward us greatly.