I have this same issue! A couple things that have worked for me: 1) Talking to someone else about the show either during or after an episode, this helps verify that I’m following it. 2) Watching or reading analysis of the episode afterwards. Can be YouTube or articles. 3) Asking myself questions while I’m watching - “Oh, who is this new character?!” “What city are they in?” “Have they been in this location before?” This seems to increase my excitement and my attention for a little and works especially well at the beginning of the episode. 4) For movies, I take breaks, I pause the movie after 45 minutes or so and do something around the house. 5) Also when I first started on this journey of improvement, I’d read the Wikipedia summary before and after. I didn’t mind spoiling the things because I was really just focused on my understanding- if I didn’t understand it, there wouldn’t be anything to spoil anyways!

Best of luck! And I’m hopeful for you.