I tend to get caught thinking about something that is slightly related to something I just heard.
Takes me an age to realise that I've drifted off. And then sometimes when I snap back, I can't even remember what I was thinking about.
Dreadful in a slightly boring class with the sort of teacher who just talks and talks at you.
I'll listen to them, they'll say something which makes me think, I drift off thinking about it for a minute or so, snap back to reality, start listening again, they'll say something new, and I'll start thinking about that. Rinse and repeat.