Going about our daily lives, we sometimes seem to be on automatic pilot. Days may "fly by" and experienced unconsciously. Our sensory inputs are capable of registering 40 million inputs per second. However, our conscious brain can 'only' register and process a maximum of 8,000 of those inputs per second. The rest is processed subconsciously.
The subconscious brain has a clear set of guidelines it uses to determine which sensory input demands its attention, like danger. It's the oldest part of your brain and focused on survival. The conscious brain is controlled by the brain stem, thalamus and especially the cerebral cortex. The latter is susceptible to your thoughts and can be trained.
In other words, through actively thinking about certain topics, you can ensure your conscious brain picks out those signals from your sensory neurons that could be of interest. An active neural filter! This is what explains why you 'all of a sudden' notice a lot of red cars after you've discussed the possibility of buying a red car with a friend.
If you want to actively train your neural filter, many brain trainings, efficiency improvement tools and meditation techniques essentially make use of this.