Losing your train of thought is common in aging. There are multiple causes including stress, depression, menopause, thyroid problems, distractions such as multitasking,inattention, and normal aging. If you have a family member with AD you might also panic whenever you forget something out of frear of getting the disease. If we labeled every person in mid-to-late life who lose train of thought, everyone would have AD.
In dementia diagnostic clinics we look for more than one specific complaint when confirming dementia/AD such as increased problems with understanding your investments or planning a trip. But, for arguments sake, let's say this is happening to you 4-5 times a week (or more) you DO want to mention it to your doc. Ask him to perform a test called the MOCA (http://www.mocatest.org/pdf_files/MoCA-Test-English_7_1.pdf). Other test we do for very early dementia are having the patient list every animal or vegetable they can think of in one minute. We also use a test of word list remembering.
If there is a problem you'll want to track it down and treat it. If there are no other symptoms, most of the time the forgetting is benign. If there is no problem, hopefully it would give you peace of mind.