I tend to jump around a lot in my conversations. I will have a discussion on one topic, then switch to another topic in the natural progression of the conversation, then I will suddenly bring up the prior topic as though we had never left that subject. It takes my friends some time to get used to that.
Another thing I do is think about something while I'm talking, and use that as a random jump from one point to another, which makes perfect sense to me, but none to the person with whom I'm conversing. For example, We could be discussing lunch, and perhaps we had chinese food with shrimp. I would then (in rapid succession) think about how I once had shrimp at Bennigan's and thought that the batter was bland. Then I would think about how there is a Bennigan's in Seoul, and how we never went there, but we did go to OB Station, which had all you could eat Mongolian BBQ, and that there wasn't an all you can eat at Osan, or in Songtan (the city next to Osan AB), and that we often would just hang out at the Skivvy-9 lounge on base, and then I would remember that we almost always played Euchre while at the lounge, which would remind me that just about everyone in Michigan plays Euchre, and then I would think about how it would be nice to go back to Michigan to visit again sometime, and how the last time I went, my pa and I went fishing with my uncle Bill up at the folks' cabin on Mud Lake, where I caught three Pike, though none of them were keepers. I would then say to my friend "Pike have some sharp teeth," to which my friend would reply "uh, random." But as you can see - it's not random; it makes perfect sense.
Recently, I've taken to explaining my train of thought for my friends. They seem to enjoy the destination more after they've travelled the path.