You will probably notice that there is some material on the Physics GRE that you have not learned about in your classes yet. This is a common problem for many students studying for the physics GRE. For example, when I took the Physics GRE, I was only a few weeks into my first quantum mechanics course.
The best approach for handling the situation should be made on an individual basis. For me, it made sense not to spend huge amounts of time trying to learn subjects that were completely new. I thought it was best to focus the majority of my efforts honing my skills on material with which I had a solid foundation.
However, I did find it beneficial to spend a modest amount of time reviewing the very basics of completely new subject areas (i.e. maybe at the level of your freshman/sophomore introductory textbook). This opens up the possibility to answer some basic questions that may cover the "unfamiliar" material. Also, basic knowledge can go a long way to help eliminate some answer choices, even on the more advanced problems.
If you have any suggestions of your own for how to deal with unfamiliar material then please share then in the Physics GRE Forums.