General:
* Inattentive
* Unfocused
* Preoccupied
* Absent-minded
* Scatterbrained
* Sidetracked
* Disengaged
* Off-task
* Thoughtless
* Forgetful
More specific:
* Nervous: Flustered, anxious, uneasy, jittery
* Bored: Uninterested, indifferent, apathetic, listless
* Overwhelmed: Overburdened, overloaded, stressed, frazzled
* Confused: Bewildered, perplexed, puzzled, disoriented
* Intrigued: Captivated, fascinated, engrossed, enthralled
Figurative:
* Lost in thought: Daydreaming, woolgathering, lost in reverie
* Minding other business: Distracted by other things, preoccupied with something else
The best synonym will depend on the specific situation and the nuance you want to convey.