This often occurs to me due to a frame-of-reference change. Either I changed rooms or I started thinking about something else and forgot.
The thing I want to go back to thinking about, was either in reference to my surroundings, or in reference to what I was thinking about just before I thought of it. So to try and remember the thing, I will either physically go back to the place I was at, or try to remember what I was thinking about just prior to it.
I think this just has to do with the way we compartmentalize things in our mind. Our brains can only concentrate on a small, finite amount of things at one time, most of which is heavily determined by visual stimulus.
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