Roger Rosenblatt just wrote an essay in
Time Magazine, Jan 20, 2001 (?) dealing with this phenomena, apparently called
marginalia, in response to a soon to be released book called
Marginalia. It would seem that the book deals with, among other things, the ways in which humans organise thought.
One interesting thing he notes is that people would lend Coleridge their novels, solely because they knew he would write comments in their margins.