Lost in Thought

I don't know if other people feel like this but I find that I get lost in my head most times when I try so hard to hear and hear people when they talk to me or in general. For example when I'm at work and someone is explaining a task, I try so hard to focus on what is being said and try to understand and when all is said and done it becomes a jumbled mess in my head and it makes me feel so stupid and unadult like. I don't knowif this happens to others or if anyone would even understand what I'm talking about but yea....