What kind of things do I want to keep track of?

In GTD the major categories lists I found useful were:

1. Projects
2. Next Actions
3. Waiting for
4. Someday/Maybe
5. Calendar

(p. 140)

It should be noted that these are hard copies to be kept in manila folders, or in some other system you may have. These lists are also refered to in the context of hard edges.