One is to count the breaths. This is intended to help you achieve “one-pointed” concentration, by giving your mind a task to focus on so it does not wander. Another method is to repeat a mantra, which essentially works in the exact same way. If you're paying attention to saying your mantra, your mind can't run riot over a thousand different topics and anxieties the way it ordinarily does in daily life.
Another approach is to focus your mind on your “hara,” which is the area of your torso just below your navel. This is a traditional method and is supposed to be highly effective, but it is also said to have two disadvantages. One is that it can lead to an obsessive focus on the hara rather than to free-flowing spontaneity. Another is that longtime practitioners of this method sometimes experience psychosomatic stomach problems.
Another method is to just sit without trying to focus on anything in particular, allowing your thoughts to come and go without becoming “stuck” on any of them.
Finally, you can focus on a “koan” or Zen story/riddle, trying to “solve” the koan with a supra-rational insight.