A time management principle that is crucial to follow is to make sure that you get all the tasks that are in your head out of your head and put them on your to do list. Don't try to remember things that you need to do. Instead you ALWAYS write them down on your to do list.
For example, you are talking with your manager and they mention something that you need to do, DON'T try and remember it. Instead write it down on your to do list IMMEDIATELY. It's really important that you write things down immediately rather than trying to remember them. If you don't write it down straight away then there is a very real possibility that you might forget it even 5 minutes later.
This is a new habit that you need to get into, to write everything down immediately when you think of it, or if someone asks you something to do. This also has a great advantage that it helps to clear your mind and reduce your stress. You don't need to keep remembering what you have to do and instead you can rely on your to do list as a place holder for all the things you need to do.
So even when you are lying in bed and you suddenly have a thought about work, then you need to write it down. For example you have a great idea for work on a new way to do things, or just something you forgot to tell someone. Write it down. Then when you get back to work, take those written notes and process them, putting them into your to do system.
This doesn't mean I'm saying you should think about work whilst you are in bed! Actually it's the opposite. You write it down so that it's off your mind, and you don't need to think about it any more, because you know that you will get to it when the time comes. This is what capturing everything is about. It's about getting things down on paper or on your computer or any other system for writing it down so that you don't have to think about it anymore.