A simple answer to this would be:
\documentclass{article}
\usepackage{lipsum}
\newcommand{\markme}{\marginpar[*]{}}
\begin{document}
\reversemarginpar
\lipsum[1-3]\markme
\lipsum[1-3]\markme
\end{document}
Which gives the desired result. By default \marginpar is creating a margin note on the right side, hence the need for \reversemarginpar. If you want alternating sides, just use \newcommand{\markme}{\marginpar[*]{*}}. Be aware though, that this works only with twosided documents. Another problem you may run into is if you try to use \marginpar with some kinds of special contents, e.g. equations or footnotes. Also, some document classes (e.g. memoir or tufte) have special mechanisms to handle margin notes (and notes in general).
Since I don't know what your exact use case is, I'm just going to give a few pointers if you experience difficulties: take a look at the marginnote, the mparhack and--if you fancy something more colorful--the todonotes packages.
EDIT: To adjust the distance of the margin note from the text it is a bit tricky. You will need to use the geometrypackage. It will need an argument called marginparsep, like this:
\usepackage[marginparsep=-1.8cm]{geometry}
This is not the actual dimension you want to set, rather the distance of the margin note from the edge of the page, so you can 'push' the margin note into the text. The value of it will be most likely negative. More on how to calculate it: here. Anyway, to get it straight, some experimentation will be required.