By going to sleep right afterwards. Have you never gotten up in the middle of the night, gotten water, went out to look at the moom, gone back to sleep and almost forgot about your midnight foray until later in the day until something else reminds you? I've had many exits that I forgot until much later that day, when something else makes it all come back.
And not all projections are vivid and shocking- shock happens when you first have a 'first conscious-of the exit' projection, many outings are pretty run of the mill. Have you ever had a dream in which it's nighttime? If nothing 'special' happens in it, you're more than likely to forget it if you went back to sleep afterwards.