Speakers warn you before they change direction
Nobody switches topic, contradicts themselves, or moves to a new example silently. They use short spoken phrases first: "moving on to...", "having said that...", "the other side of this is...", "which brings me to my next point". These signposts are a two-to-three second warning that lets you prepare for what''s coming instead of being caught by it.
Common signposts and what they mean
"Moving on" or "turning to" signals a brand new topic — stop trying to connect what follows to the previous point. "Having said that" or "that said" signals a contradiction or limitation to what was just said. "For example" or "let''s say" signals a specific illustration, not new general information — you can often skip ahead if you already understood the general point. "So, to sum up" signals the speaker is about to restate their main points — this is often where missed answers can be recovered.
Why this matters more in listening than reading
In reading you can re-read a confusing sentence. In listening, once it's gone, it's gone — so recognising a signpost the instant you hear it, and adjusting your attention before the new content starts, is the only way to avoid losing the first few words of what follows.
Practice
Listen to any short talk or podcast segment. Every time you hear a signpost phrase, pause and predict what kind of thing is about to follow, then check if you were right.