For many people, this is the most difficult part of GTD to master but it is really the most critical step in getting organized and staying focused. It is also the key to the "stress free" productivity David Allen speaks about.
If you don't develop good habits and rituals around a regular review process, you will still be constantly worrying about what you are NOT doing. You will still have the chattering monkey mind constantly wanting your attention and your worry.
The key here is to review the STUFF in your system regularly and as often as needed to keep you calm and balanced. This does not mean everything is DONE, it simply means you have reviewed often enough that you can feel confident that you are working on the right thing and that right time. And more importantly, you can STOP WORRYING about what you are forgetting as you KNOW you will see that STUFF again on your next review.