Whenever I do something interesting (writing story...finding music...etc...), my interest dies slower and slower 'til I stop doing it. I don't know why but I often do this. How to overcome this?
I do exactly the same thing, and as a matter of fact, so do a large majority of people in society.
This is not necessarily something to be ashamed about either, because it simply means that you enjoy life and want to experience as much as possible. You haven't found your "calling" in life yet, and that's okay. It will come on it's own.
The best thing you can do, ironically, is to keep pursuing everything that interests you. If you get bored with something, then stop doing it and do the next thing that interests you. As long as you enjoy it while you're doing it, that is all that really matters.
There is nothing you can do to MAKE yourself want to do something. Because the whole point of "wanting" something is that it comes naturally.
However, if you want to try to make yourself see something all the way through, then all it takes is a little dedication and self-discipline.
Try writing a short story instead of a novel, or one song instead of going off and making a band. Then you'll feel a sense of accomplishment, and can go off on your next interest.
Often times I find myself putting all my energy in to one specific thing, and then I burn myself out because of that very reason. It sounds like you're doing the same thing here.
So, you could always try to do multiple things at once, like writing a story while writing songs and drawing on the side. Switch it up a lot, maybe write one night, draw the next, etc; and everything will feel a lot fresher each time you do it.
Regardless, it's completely normal. Don't let anybody tell you otherwise!