At any given moment when I'm not doing anything particular that occupies my mind, if you ask me what I'm thinking, and I can stop the process long enough to give a frank answer (and it happens to be something I'm willing to say aloud), the thought of that instant in time will be almost random. Sure, it's more likely to have something to do with something that's going on in my life, or has been, than not, but the connection can be pretty tenuous. Because if you also asked me how I came to be thinking about that, and again if I stopped to give a totally honest answer (which I probably wouldn't), it would almost always turn out that I can trace back through a series of other subjects that have only a minimal connection, and there'll be dozens of them in a minute of free-form thought.
I'd love to give an example, but odds are within any typical minute there'll be something either too personal to mention, or too embarassingly banal to admit to, in the mix. Besides which, the act of trying to capture the list for a minute would probably take ten minutes and disturb the thing I was trying to capture. I don't really decide to go off on a series of detours; it's a perfectly normal thing that happens every day. I only notice when I find myself wondering how I got to something, or trying to remember what I was thinking about a moment ago that I didn't finish and having to "pop the stack" to get back to it.
If this is a 'train of thought' then the analogy I suppose means to suggest that each thought is connected to the next like the cars in a train. (Surely the analogy can't refer to the course the train takes on its linear tracks!) But for me, it'd be more like having the locomotive followed by an airplane, which is followed by a crow, which is followed by a Native American, which is followed by Kevin Costner, which is followed by Kevin Bacon, which is followed by an electric guitar, which is followed by a PS3, and if you keep going, by the end of the minute maybe if I'm lucky the train will end up with caboose because I happened to work my way back to it through Java programming and model railroading.
I'm sure everyone's mind goes through these kinds of twists. But when I've talked to people about it, I often get the sense that they don't do it as much or as often, though people don't like to imagine anyone else's mind is twistier or weirder than theirs and so tend to engage in one-up-manship. (As if it's a badge of pride to have a more meandering thought process!) Unfortunately this tends to cut short any speculation on why my mind does this so much.
I must note that once I'm thinking about something, my mind doesn't tend to wander; this only happens at times like when I'm in the passenger seat in the car, for instance. When I'm doing almost anything, my mind tends to stay fairly firmly on whatever I'm doing, with few wanderings. Once it doesn't have anything to keep it busy, though, it's off darting in any direction, wildly. It's as if it just has to keep moving all the time and if it has no path ahead of it it just does a crazy-man walk to keep moving. But does that mean people who don't do this have a mind that finds a path all the time, or one that is content to stop moving when it has nowhere particular to go?