Try to think in Russian. Imagine it like a switcher in your brain, when english words stop coming to your mind when you are trying to say something in Russian. This will be also helpful when you come across this feature of the language that the tenses shift forward in sentences like this:
"He told me that I had (the past) to learn Russian first" -> Он сказал мне, что сначала я должен (the present) выучить русский.
This kind of imaginary travelling into the past, to the moment of saying, is quite applicable as regards the reported speech and it needs some kind of the brain-switching skill.