I also tend to get very nostalgic. I think about how I miss this time of my life or that friend that I've lost touch with. Now let me say, there's nothing wrong with nostalgia. I think sometimes it helps transport us back to simpler times, and that can be a nice catalyst for trying to slow down our current life and enjoy it a bit more. If it's a situation you can do something about - say connect with a friend you've lost contact with - then maybe that's the right way to break that nostalgia. If it's not - if you're missing your childhood days when waiting anxiously for recess was your biggest worry - then it's nice to just remember and move on. The trick, either way, is being able to come back to the present, and not get bogged down in the past.
I've been trying to figure out a way to get rid of this bad habit of not letting thoughts go. The other day I tried something that actually seemed to work, at least temporarily, so I thought I'd share it. When I noticed a thought like this creeping in my head, I took a deep breath and then slowly started counting to twenty (in my head if I was in a public place). While I did this, I tried to picture something completely unrelated to whatever it was I was thinking about - something that made me calm and happy, like a nature scene or an animal that I love. If you're alone, counting out loud helps even more. I tried this exercise counting to 10 and it wasn't enough to keep the thoughts at bay. Twenty, however, worked well. It's probably different for everyone, and you may have to do some trial and error until you get the right number. We've all heard of the "count to ten before you react" rule, and this is basically just an extension of that for dealing with reoccurring thoughts that won't let go.
This certainly won't keep any persisting thoughts away permanently right from the start. If you're in a situation that is making you nostalgic, those feelings are bound to come and go. However, the more you can stop the thoughts from coming forward, the further you distance yourself from them, until hopefully they'll slowly disappear. It doesn't mean they'll never creep in. Time is really the only healer of things we can't let go of, but quieting thoughts that stress and worry us can help bridge the gap.