Former stage actor here,
Being “off book” is a skill you develop through repetition. Similar to how you know all the words to your favorite songs.
Most plays are in rehearsal for months before opening night. During that time, we perform and block out individual scenes and will do a scene multiple times a day. Over time, you just naturally memorize your lines.
Personally for me, once blocking (stage directions, like enter here, say this line while pointing at character) was done, the physicality helped me associate certain movements with the lines I needed to say. I would also spend time on my own rehearsing, especially monologues (a speech where one character is doing all of the talking) while I was driving or in the shower.
In short, humans have an innate ability to memorize repetitive actions. Do you have to think about what to say when answering the phone? Or how to start a car?
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