A phrase as an interjection

Solution 1:

You could punctuate this in a few ways, in decreasing levels of formality

With a colon (:)

I forgot to ask: did you find that book I told you about?

With a dash (–)

I forgot to ask—did you find that book I told you about?

With an ellipsis (…)

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).

Solution 2:

You can certainly use a colon.

I forgot to ask: did you find that book I told you about?

Technically, using a semi-colon would not be grammatically incorrect (both parts being complete sentences), but it wouldn't really fit the situation.

Solution 3:

I would use a comma:

I forgot to ask, 'Did you find that book I told you about?' (comma, direct speech)

One could rewrite it using indirect speech as well:

I forgot to ask whether you found that book I told you about (indirect speech)