Activities that get you to visualize will help you with this. With practice, the more you visualize, the more capable you become at visualizing more to your liking.
When reading a book, you will often encounter a description of scenery, or the local area. The author will also describe sounds, feelings, and less frequently- scents and tastes. In your case, you want to improve your ability to visualize. So, when you encounter a visual description in a book(could be a character, scenery, event, etc), try to create that image in your mind, and make it look very vivid and intense.
Any other activity that involves visualizing will do. To make even faster gains, though, consciously begin to manipulate images and actively visualize, like, hardcore.
I have the same problem, but mine involves feeling. I am great with managing my states, and remembering emotional feelings, but I can't remember the sensations I get from things I touch. I can't experience touch as well as I can sight. But, I am working on it.
Hope that helps.