There's actually a psychological term for this sort of forgetting (which, ironically enough, I can't recall right now) about the changing of your mental context as you walk from one room to another.
This context change causes your short-term memory to forget what you were about to do.
The best way to keep a sharp mind is to exercise it - word puzzles, playing scrabble, cross-words, sodoku, learning a new hobby or language, etc.
Cheers,
V
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