I think the mental training deserves as much effort and time as the physical training, so it's good to actually have a plan for your mental training as well as your physical training. And when you start your mental training practice, it's always good to start with relaxation, because if you have a relaxed body it's easy for the mind to relax. So start with relaxing your body, whether it's a sitting position, or a lying down position, and when your body is relaxed, for instance by body scanning, make sure your entire body is relaxed and you can start to train your concentration.
Regarding concentration training, i would advise focusing on your breath because you need to breathe anyway, and you might as well do good breathing and train your concentration by focusing on the breath. So one way of focusing on the breath is by following the breath - in meditation they would call it chasing the breath - so you would chase the breath and with your mind's eye follow your inhale, from the nose down to your sinuses, your throat, and all the way out again.
You follow the breath with your mind's eye and that's why it's better to have your eyes closed, because when you look, you think. So start your focus training by chasing the breath and you will see that thoughts come up and when they do, just let them go. Focus on only one point, for instance the point where the inhale becomes an exhale, and then you have a more of a pointed concentration. And after that it might be good to choose what you want to focus on during a dive. For instance i chose the words "let go". I went freediving really deep, i let go of all the tension, i let go of all the thoughts, i let go wanting to reach the bottom, just letting go. That made it much easier to focus on what was going on. So my advice is to have a plan for your thoughts and use your mental training to really plan what you want to think, during your deep dives.