Focus on what the person is trying to tell you, not what you are going to say next.
If you repeat the message back to the speaker, it allows them to to see if you understand what they are saying.
Listening vs Hearing
Do't just listen but take in aht they speaker is saying and interpret they are saying.
If your feel overwhelmed by all the information, focus on the imporants peices to help you get a better understading.