It’s an old chestnut, boyfriend and girlfriend sitting in silence when she turns to him and asks “what are you thinking?”. He usually runs scared at this point. Either he was thinking of something he shouldn’t have been (who’s hotter: Angelina Jolie or Daphne from Scooby Doo?) or wasn’t thinking of anything of signifigance at all (a much enjoyed state of being of the male of the species). In both cases he is in trouble because he’s not thinking about her, which is what she wants to hear. Walking up to someone and asking “what are you thinking?” is probably the least effective way of learning someones thoughts. You might as well stand at the rivers edge and ask “where are you going?”1
So too with following. There really is no point in trying to get inside his head (there might be nothing in there). Better to follow the stream of his thoughts, you’ll have a better idea of where he’s going that way.
1As best used as the closing line of the Coupling episode “The end of the line”.