I like to take a pencil and underline every unfamiliar word and expression I come across, and then look them up after finishing the chapter. Then do a re-read if you have the time. Sometimes authors like to use the same word over and over and you understand the meaning from context eventually. It's also useful to try and recall what you just read after every chapter. Not just for English, but for your memory too. There are free tools you can use such as readlang.com that help you look up words as you read, as well. I don't know if you do this, but try not to translate words back into Japanese in your head and think in concepts instead. Many learners do this and it really slows you down. Eventually you learn to think in English and your reading gets faster.

A bookmark? sorry, don't mean to be facetious. do you mean you actually lose you place, as in can't remember what page you were reading, or you lose the thread of the story?

If you are literally losing your place, you could try using some kind of e-reader. Then all you need to do is highlight the word, look at the device's digital dictionary, and then go back to the highlighted word. If it's a case of losing concentration and losing the thread of the story, you should try not to look up words unless strictly necessary. Unless the unknown word really hinders your comprehension of the story, it's probably better to just carry on reading. After all, that's what we do in our native language. When reading in our own languages, we can often guess from the context the general meaning of the word, and usually that's sufficient to allow you to follow what's going on.