I have a lot of trouble with this, I guess issues with egocentrism. For me, listening is trying to understand their perspective, and picturing how I would see things from where they are standing very often wraps around to finding an experience that I've had, or things that I understand, that are analogous. Those things help me get a better grip on what this person is saying. I haven't really found a way around this, when I really try to not inject my own anecdotes I end up not really contributing much substance and often not following as well, and I feel like a much worse listener because of that.

As I've grown older I've realized that I've always had some trouble with auditory processing in general, so interjecting is a way I can slow down the conversation before I get lost and make sure I'm still on track.