How can I stop being clueless and become more of an active listener when people are talking?

I have noticed that sometimes I will be clueless in situations and have no idea what is going on. I won't have any knowledge about what is occurring or happening. I won't know information about people and will just be completely clueless. Also, when people are talking to me and especially on the phone I have a have a hard time listening to them. I will zone out and won't pay attention to what they are saying to me. I will forget some of the things they said to me after the conversation and won't remember much because I have a hard time listening to them while they are talking.