> Which cells do I need to rerun together? Which cells should I not run again. What the heck is actually in all these variables right now anyway, because I don't remember which order I've run (and rerun) all the cells in. And what was that one approach or parameter that really worked well that one time? I don't remember.

Right. Get that all the time. My solution is to try to condense the useful code built up across different cells into a reusable block, most often a function. Do that while the 'state' is still fresh in your mind and you remember the order of execution.

It also helps to break up a long notebook into sections using headings and markdown cells with comments. I often start by writing down a question/problem I am trying to solve in prose, that makes it easier to recover the context of the code cells that follow.