If you have any thought, even if it doesn't appear to be interesting at first, try to write it down. This way you can keep a history of your discoveries.
Otherwise, if you have a brilliant idea and it's in the way of something else (i.e. current work) , writing it down can eliberate the burden that you had and you actually will be able to focus on the tasks at hand, knowing that your idea is safely stored and that you can come back to it later.
Once you gain an experience of quickly writing down something you'll find that your ideas become much better formed and more polished. You'll also be able to communicate them to other people in a more clear manner.
Make sure that you have at all times something to write on, or that your writing app is one tap away, that it will open a note right away and the only thing that is left for you is to write down your thought. It also should provide an easy way to categorize, tag and find your notes.
There is only one disadvantage—it takes time. But this disadvantage is still easily beaten by a potential regret of a missed thought (that could have transformed to something interesting).
Write everything down!