Make an ordered list.
The brain is not equipped to sort the things on our minds.
The more stuff we carry in our heads, the more we become stressed as our brain continuously tries to make sense of the unorganised list of things we are carrying around in our minds.
It makes sense to sit down either with a pen and paper or software and write down whatever is there on your mind.
When we write or type down the things on our minds, they will come in a random order because that is how they are stored in the brain.
Once you have the list on paper, you can go through it and assign priorities to each [Todoist has 4 priorities, P1-P4, which can help make sense of what comes first and what later].
Another important thing to do is to assign a due date for each task so that you can get into a finishing mindset and start working through your list.
The last thing, and because of that I'd recommend using a software instead of a pen or paper, is that the things on your list will keep getting updated, both in terms of priority and due dates. It's important to accept this fact and stay agile rather than feel guilty about the changes.
Sidenote: I would recommend using either Todoist or Dropbox Paper to do this so that you can organise the list once you have written it down. [I use the Notes app on my iPad with Apple Pencil to handwrite the tasks and then rearrange them using the cut and paste tool. Then I update Todoist to track and complete the tasks.]