My friends and I are (almost) all like this. Sometimes we "pin" ideas based on the key words that triggered them. That is, one of us will go, "Oh! You mentioned dogs. I need to put a pin in that idea, because I have a story about dogs when you're done." Then we go back to the main story. When it's over, now (at least) two people knew that there was a "pin" about "dogs." One of us might forget, both of us might forget, but we've found that by mentioning the key word, it's usually easier for us to find the "lost" thought again.
Your mileage may vary. Some people might prefer to make a note or some other tangible reminder. This is just what works for us, but maybe it can help others too.