For me, it’s a matter of not letting my attention get tangled up in thoughts (which is probably what @gailcalled meant by “trying to keep the mind from wandering a mile down the road”). This mile-down-the-road-tangle is what neuroscientists have called the default mode network; it’s the wandering state your brain goes into when it doesn’t need to be engaged in the moment.
The default mode has its benefits (favors creativity, for one thing), but hanging out there too much unplugs you from the world and clouds the distinction between reality and fantasy. Mindfulness training is about not getting stuck there and sleep-walking through life, or wallowing in your emotional states.
As for methods, I use questioning. It’s hard to describe this, but it’s a sustained inquiry—a hanging question—about the way things are, moment by moment. “How is it now?” would be a workable formulation of this question, with the “it” in question being the world (including me, of course). This questioning tunes you into the channel of your constantly unfolding experience.
When that questioning catches hold as a habit of mind, you find it bubbling up even n the midst of your reveries. You’ll have been sucked into the default mode and, suddenly, there’s the question pulling you back to experience, life.