Hi jou746. All of these sayings are similar but differ only by shades of meaning. "I zoned out' means that during a conversation or a time when you were concentrating on something else, your mind went somewhat blank and you stared off into the distance without really thinking of anything. "Lost in thought" could mean that you weren't paying attention to your surroundings because you were actively thinking deeply about something else. "My mind was wandering" means that your thoughts were jumping from one topic to the next in a discursive manner with no real structure. All of them result in not paying attention to what is going on around you.

I'm a U.S. native speaker. I don't think there are any clear differences in meaning. "I was lost in thought" sounds slightly formal or literary, and could have been used in writing almost any time from perhaps the 1800s on. "My mind was wandering" is less formal. It's a good one for you to use. It can be used in any context, in speaking or writing. The Beatles used it in a song lyric: "I'm fixing a hole where the rain gets in/And stops my mind from wandering/Where it will go..." The Victorian novelist, Wilkie Collins, used it in 1852: "Mrs. Sherwin's mind was wandering..." "I zoned out" is informal, colloquial, and contemporary. A quick search in Google Books shows it first appearing in the early 1990s. Another phrase that means the same thing is "to be in a brown study." It is not used any more. It is found in books from the 1800s, notably the Sherlock Holmes stories.

(We replied at the same time... and I like Andrew's answers better.)

'Zoned out' implies you stopped thinking. Kind of like falling asleep but atill awake. 'Lost in thought' implies you were thinking actively on something in particular so you stopped paying attention to the present. 'Mind was wondering' means you were thinking across multiple subjects, with no particar order or logic connecting the thoughts.

I’m a US native speaker and attorney. They all pretty much mean the same thing and I wouldn’t get too worried about trying to find small nuances between the meanings. But, I will say “zoned out” is VERY colloquial where the other two or more standard English. They are much more refined and older in usage. In other words, a teenager might say, “My teacher was so borning dude, I just totally zoned out when she was talking, ya know what I mean man?” That’s more where you’re going to hear “zoned out.”