Well I was with this girl for 3 years 6 months and she left me for another guy and it has been months but I just cannot seem to stop thinking about her why ?

Because you were with her for a while.
Are you getting out and living life or are you sulking over her?
It takes time and effort.

I just came out of a 7 year relationship 3 weeks ago.

I made sure I still went out with my friends, did my hobbies, everything I did when we were together and MORE. It really helps take your mind off it.

At the moment I'm doing things that I couldn't do with my ex. He was about as far from the romantic type as you could get... 7 years and he took me out to dinner only ONCE so I grabbed my best friend and we went on a dinner date. The next week I hit the town and partied it up... I was always a party animal and he hated it so I never got to go clubbing while we were together.

You need to show yourself that you can live without her and be happy without her.