Sort it Immediately
If you tend to bring mail in the door and set it down in a pile, it's easy for some of it to slip away. Try this: create a message center near the door with a sorting system for your mail, then sort the minute you walk in. It will only take a couple of seconds, and you'll feel much better when you don't have to look at a pile of mail anymore!
Keep it Neat
For the papers you do need to store, find a system that works for you. This might be a file cabinet, accordion folder, or a binder system. Whatever you choose, try to get into the habit of putting papers up at least once a day. Just having a system in place will help you feel more confident as you organize and clean!