Still climbing back onto the bandwagon...
The first step in the GTD process is collection. Incoming stuff (e-mail, paper mail, bug reports, phone calls, text messages, random ideas popping up, etc) gets collected into one or more inboxes.
Brains are not really good at remembering details. Anything that needs to be remembered should be written down. To do this, you need some kind of note taking tools, and you need to have them with you at any time you may need them. Any note taking tools you need are OK. I used to do as much as possible on paper, but I've moved to almost purely digital now.
My main note taking tool is a text file called inbox.mdwn. When I'm not at my computer, I use my phone, or random pieces of paper that I put into a physical inbox.
I only have one physical inbox, but several digital ones. In addition to inbox.mdwn I have e-mail, text messages, browser bookmarks, etc.
Collection is probably the part of my GTD process that works best. It fails in the shower, though. I don't have any way of taking notes while showering.