Physiologically, your brain stores memories and bodily function controls as neural pathways (in a number of redundant locations), an overlay of chemical receptor patterns in the brain.
Mentally, you are aware from experience that accessing facts or skills will provide the necessary information. These are facts and abilities that allow you to interact with the real world.
Psychologically, you are only aware that a cognitive state exists. You cannot empirically test the underlying physical forms that provide this awareness.
Philosophically, cogito ergo sum, "I think therefore I am".