ANSWER:
This needs practicing and devotion. You need to take notes for whatever the sheikh is teaching as this enables you to follow up and revise what he had said later on so that the information sticks. Teaching others what you had learnt would help a lot.
https://islamqa.info/en/answers/38594/he-has-a-problem-with-forgetfulness-lack-of-focus-and-not-being-organized