If you are really feeling overwhelmed at this very moment, just do two things.
1. Take a notepad and write down what is occupying your mind space.
2. Next to it just write down what you are going to do about it, just write an action step that you wish to take
It will just take 2 mins, try it out. You will feel a little better. Incomplete tasks trouble us because they occupy a lot of mind-space. Once you know what you are going to do about it, some steam is released. You might change your action item later, but for time being just do it.
Simple tactics often work but we are quick to dismiss them.
Source: Getting Things Done by David Allen