A rabbi told me it was OK to write notes in a siddur, as long as it is your own personal siddur. I don't think it's considered disrespectful by most, if not all, sects. If it is helping your understanding, I'd think it'd be OK.
I personally would not write in the book especially a Jewish pray book.If you must, copy the pages of the orderly prayers you request and write on that.If you want to identify your ownership ,print a peel label and attach it to the back bottom of book
It is possible to write personal prayers in your book, but it will not be considered authoritative from other people. Siddurim are tipically expanded by sages during hundred of years, including personal work and readings from the Torah.
