For me: Pick some system for dealing with stuff. I dont think it much matters which one you do as long as you have one and it isnt based on stuff actively being in your brain. Mine is inbox 0/4Ds whatever you want to call it, with me allowing myself to put tasks for me in there.

Most of those systems focus on aggressive prioritization and removing lists of tasks from your mind and moving them to paper.

Be aggressive about not storing stuff anywhere else. I used to have 10+ items that I semi-actively thought about - now I've reached a point where I have nothing at all loaded as "I must think about this/remember this/do this" - that stuff is all written down.

After that its just practice and repetition. Any time "I should do X" pops up, write it down in your system, or say "thats ok, I have it written down in the system" if you already have.

Doing this isnt all good - there are times that I miss having a long list spinning in the back of my head. It means you need to load the list actively if you're actually going to have discussions about what you are planning to do. Its weird in the start to go "Uh I have no idea, let me check" if you're asked what you're doing today/this week or asked if you have some great ideas about random topic X. But its overall a lot more effective to be focused on whatever you are actually doing rather than what you could be doing.