Do you mean you think up stories in your head but have trouble getting them on paper, or that you have trouble finishing stories you start, or something else? I have the second problem-- what helps for me is not letting myself going back to edit what I wrote already, and not worrying about what I'm writing until I finish the draft-- you can always go back and edit later. 

Draw it out!  If one method isn't working, you just might need to try something else!

thanks!