Otdfbt

It is hard to describe what I want in a setence, better take a look on how I usually write down (lecture) notes.

I want to point your attention to these little "clouds" which contain some useful, but not necessary information about a sentence, for example.

It is important to me that I have these notes in the text and not "outside" (as a footnote or so).

Also notice that notes are placed wherever there is enough space.

We already have examples of such clouds here on TEX.SX:
cloud examples

So I search for something like a stackrel or overbrace command that does all the alignment and spacing for me (obviously it would take ages to align manually with all those clouds otherwise).

Unless you want to spend all your time manually placing text so as to wrap around your clouds, I suggest combining it with a marginpar mechanism. The only change to the layout I did was to decrease the textwidth to leave room for the clouds.

documentclassarticle
textwidth=dimexprtextwidth-1inrelax
usepackagetikz,tabto,lipsum
usetikzlibraryshapes

newcommandmargincloud[1]%
 tabtotextwidth%
 llap%
 rule[-dpstrutbox].5ptdpstrutbox%
 rule[-dpstrutbox]dimexprtextwidth-TabPrevPosrelax.5pt%
 kern-3pt
 smashrlaprotatebox[origin=lb]45rule[-dpstrutbox]60pt.5pt%
 tabto*TabPrevPos%
 marginpar%
 smashbegintikzpicture
 node [cloud, fill=blue!5, draw,cloud puffs=10,cloud puff arc=120, 
 aspect=1.5, inner ysep=1em]parbox1inraggedright#1;
 endtikzpicture%
 %


begindocument
This is a testmargincloudMy marginnote of some length of a cloudy
marginpar. I will continue to write so as to make sure that the line
is appropriately set at the right height. lipsum[1]

Now I get to try it again, to see if it still works. Let us do it here%
margincloudI would like a longer marginnote to see how this works
and see. lipsum[2]

Finally, we get to try it one last time on the page. I will work
my way a bit into the paragraph, in order to see if that makes any
difference at all. Ok, we prepare for this final test of the page.
Here goes...margincloudBoo! lipsum[3]
 enddocument

At the OP's request, a version with dotted connectors:

documentclassarticle
textwidth=dimexprtextwidth-1inrelax
usepackagetikz,tabto,lipsum
usetikzlibraryshapes
defdotfill#1cleadershbox to #1scalebox1.4.hfill
newcommanddotline[2][.5em]leavevmodehbox to #2dotfill#1hfil
newcommandmargincloud[1]%
 tabtotextwidth%
 llapraisebox-dpstrutbox%
 dotlinedimexprtextwidth-TabPrevPosrelax%
 kern-3pt
 smashrlaprotatebox[origin=lb]45dotline[.7em]60pt%
 tabto*TabPrevPos%
 marginpar%
 smashbegintikzpicture
 node [cloud, fill=blue!5, draw,cloud puffs=10,cloud puff arc=120, 
 aspect=1.5, inner ysep=1em]parbox1inraggedright#1;
 endtikzpicture%
 %

sloppy
begindocument
This is a testmargincloudMy marginnote of some length of a cloudy
marginpar. I will continue to write so as to make sure that the line
is appropriately set at the right height. lipsum[1]

Now I get to try it again, to see if it still works. Let us do it here%
margincloudI would like a longer marginnote to see how this works
and see. lipsum[2]

Finally, we get to try it one last time on the page. I will work
my way a bit into the paragraph, in order to see if that makes any
difference at all. Ok, we prepare for this final test of the page.
Here goes...margincloudBoo! lipsum[3]
 enddocument

Better yet, a version with bubbles:

documentclassarticle
textwidth=dimexprtextwidth-1inrelax
usepackagetikz,tabto,lipsum
usetikzlibraryshapes
defdotfill#1#2cleadershbox to #1scalebox#2$circ$hfill
newcommanddotline[3][.6em]leavevmodehbox to #2dotfill#1#3hfil
newcommandmargincloud[1]%
 tabtotextwidth%
 llapraisebox-dpstrutbox%
 dotlinedimexprtextwidth-TabPrevPosrelax.6%
 kern-3pt
 smashrlaprotatebox[origin=lb]45dotline[.8em]60pt1%
 tabto*TabPrevPos%
 marginpar%
 smashbegintikzpicture
 node [cloud, fill=blue!5, draw,cloud puffs=10,cloud puff arc=120, 
 aspect=1.5, inner ysep=1em]parbox1inraggedright#1;
 endtikzpicture%
 %

sloppy
begindocument
This is a testmargincloudMy marginnote of some length of a cloudy
marginpar. I will continue to write so as to make sure that the line
is appropriately set at the right height. lipsum[1]

Now I get to try it again, to see if it still works. Let us do it here%
margincloudI would like a longer marginnote to see how this works
and see. lipsum[2]

Finally, we get to try it one last time on the page. I will work
my way a bit into the paragraph, in order to see if that makes any
difference at all. Ok, we prepare for this final test of the page.
Here goes...margincloudBoo! lipsum[3]
 enddocument

With tikz and tikzmark you can do such things.

documentclassarticle
usepackageamsmath
usepackagetikz
usetikzlibrarytikzmark,shapes.symbols,decorations.markings
tikzsetthought dots/.style=decoration=markings,
 mark=between positions 4pt and 0.95 step 9pt
 with
 
 draw (0,0) circle[radius=2pt];
 
,decorate
begindocument
Standard philosophy $displaystyle (M,sigma_M)
xrightarrow[tikzmarknodenmathrmnervously]mathrmstudy(M,sigma_M)$
begintikzpicture[overlay,remember picture]
path[thought dots] (n) -- ++(0.5,-1) node[below,cloud,draw,align=center,aspect=2,inner sep=0pt]study structure\
of sets by studying\ maps between them;
endtikzpicture
enddocument

You can address the alignment problem with either shapepar or wrapfig or something along those lines. Which of these options suits you best may only be gauged once you provide us with an MWE, from which we can see which packages you are using and so on. The following is to give you an idea.

documentclassarticle
usepackageamsmath
usepackagewrapfig
usepackagelipsum
usepackagetikz
usetikzlibrarytikzmark,shapes.symbols,decorations.markings
tikzsetthought dots/.style=decoration=markings,
 mark=between positions 4pt and 0.95 step 9pt
 with
 
 draw (0,0) circle[radius=2pt];
 
,decorate,iCloud/.style=cloud,draw,align=center,aspect=2,inner sep=0pt
begindocument
setcountersection3
sectionMeasurable maps
Standard philosophy $displaystyle (M,sigma_M)
xrightarrow[tikzmarknodenmathrmnervously]mathrmstudy(M,sigma_M)$

beginwrapfigure[10]r[10pt]6cm
tikzmarknode[iCloud]nnstudy structure\
of sets by studying\ maps between them
begintikzpicture[overlay,remember picture]
path[thought dots] (n) -- (nn);
endtikzpicture
endwrapfigure
$triangleright$ measurable maps

a map $f:Mto N$ is called measurable if dots lipsum[1]

enddocument

If you want them in the margin, then I'd use tikzpagenodes.

documentclassarticle
usepackage[left=1in,top=1.5in,bottom=1.5in,right=2in]geometry
usepackageamsmath
usepackagelipsum
usepackagetikz
usepackagetikzpagenodes
usetikzlibrarytikzmark,shapes.symbols,decorations.markings
tikzsetthought dots/.style=decoration=markings,
 mark=between positions 4pt and 1-4pt step 9pt
 with
 
 draw (0,0) circle[radius=2pt];
 
,decorate,iCloud/.style=cloud,draw,align=center,aspect=2,inner sep=0pt
newcounterclouds
newcommandAddThought[3][]current page text area.east)
#3;
path[thought dots] (#2) -- (cloud-numbervalueclouds);
endtikzpicture
begindocument
setcountersection3
sectionMeasurable maps
Standard philosophy $displaystyle (M,sigma_M)
xrightarrow[tikzmarknodenmathrmnervously]mathrmstudy(M,sigma_M)$
AddThoughtnstudy structure\
of sets by studying\ maps between them

$triangleright$ measurable maps

a map $f:Mto N$ is called measurable if dots lipsum[1]

Something about tikzmarknodedducks
AddThought[yshift=-1cm]dWhy always\
ducks? Don't we\ have enough\ ducks?

enddocument