Think as a child, a key to understand your kids
As parents is not unusual to feel that our kids don't pay attention to us or that it's necessary to repeat an instruction endless until they finally follow it.
Most of times adults assume this behaviour as challenges from the kids but that's not always the case; and to understand it we need to think like children for a while.
On the adults world, instruction must be followed almost immediately and social rules force us to answer any request on real time. Obligations, compromises and overloaded agendas make of us pragmatic people who usually have no room for distractions, and in consequence we demand that from our kids.
But even when children need to learn to follow instructions and will progressively move towards the complex social interactions of adulthood, the real fact is that children's mind works very different than the adult's and to understand some behaviours we need to remember how we thought when we were kids and almost immediately everything will make sense!
Children's mind is moved by curiosity
Children are discovering new things constantly, moreover, their minds seem to be seeking something new, exciting experience all the time; so their attention will be always on those external elements triggering their curiosity instead of those repetitive, routine elements.
On this regard, when you ask your kid something and there's no immediate response; look around and you'll probably find something more interesting for your kid than what you are actually saying. The key is to let them to satisfy their curiosity and afterwards attract their attention with something even more interesting.
Perhaps this could take a little more time than just giving an instruction to follow, but for sure will be less traumatic for both of you; after all your kids don't have to life their lives with adult's rush; while for parents it's not bad to slow down their living speed time to time.
Remember about imagination and fantasy
Imagination and fantasy rules children's mind. Childhood is the time for imagination and fantasy and perhaps when you think your kid is distracted, the real thing is that they are abstracted on their own thoughts! A lack of answer is not a challenge for you but just a signal that they are completely focused on their own thoughts instead of the outside world.
Same thing occurs when they are focused on a creative activity like painting, drawing or playing with lego blocks. On those cases a less intense stimuli will not attract their attention, instead they will be focused on their inner world; so next time your kid seems to be "on other world" try to figure out if he/she is abstracted on their own thoughts.
Brief attention periods
Kids don't keep their attention on the same point too long; in fact, smaller the kid, shorter the total time paying attention to a specific task. Children's mind are very active and don't last too long on the same place; instead they are continuously looking around for new, exciting elements.
Thus if your kid seems to be distracted after a 10 minutes chat with you, it's not because of boring but because the attention time for that specific chat is just exhausted.
To avoid inconveniences, adults must calibrate how long their children may keep attention on a particular task, and try to adapt their interaction to that time; with small, periodic increases along time while the kid grow up. That way the conflict is avoided and the relationship is more natural than forcing the kid to stay for hours doing something not interesting for him/her any longer.
Forget about the clock
Time is relative for children; they may play for hours if the game is interesting enough to keep their attention; but also a minute could seem an hour if they are bored enough.
Children don't plan their activities on a clock based bias, instead they move on a time-free environment where the interest level determines how long an activity will last; then try to find some time on the day to leave your clock apart and interact with your kids on a time-free manner; you will be surprised about how enjoyable results are.
Finally remember that while growing, children are changing and one day you will see your son or daughter as a young adult who don't wish to play games any longer. Childhood is very brief and pass like a lightning; so take time to enjoy your kids as children; take time to move on their own rhythm and enjoy every step without rush; otherwise one day you will miss those lost moments when they were small children but you didn't have enough time to move a little bit slower to fit their thinking pattern.