You could punctuate this in a few ways, in decreasing levels of formality
With a coloncolon (:)
I forgot to ask: did you find that book I told you about?
With a dash dash (–)
I forgot to ask—did you find that book I told you about?
With an ellipsisellipsis (…)
I forgot to ask…did you find that book I told you about?
The colon is the most formal, the ellipsis quite informal. I personally would use a dash. The ellipsis here is used to indicate a pause or an unfinished thought, which some purists might object to (claiming that an ellipsis can only be used to indicate something which has been left out).