There is one very simple piece of advice that I have found helps me with this: finish. It doesn't matter how small the finish is, but whatever it is, at least

There is one very simple piece of advice that I have found helps me with this: finish. It doesn't matter how small the finish is, but whatever it is, at least get it to a point where you have something finished. If you are writing a book, and you want to switch, finish the outline. If you start a chapter, finish it. If you start an app, have at least a hello world page up. If you don't feel like working on it now, and a new idea pops up, feel free to start the new idea after you finish. Practice finishing just as much as you have practiced starting.