There is a reason German Shepherds are used in situations where people depend on dogs to be smart, strong, brave, and fearless. They are that good at it.
While the instinct is there, your GSD may need a bit of a boost in the focus department. Whether you are taking a beginner obedience class or your German Shepherd is doing serious training, you may need some help with initial canine concentration. German Shepherds usually don't need much help, due to their inherent trainability, but quite often Focus Dog Aromatherapy is that gentle tool that makes it all click.