I know what you mean, kind of like this:The same thing kind of applies when asked "What are you thinking about?" I hate to say it, but sometimes the crap I'm thinking about is so idiotic that I don't want anyone knowing I was thinking it. It can sometimes be the most unbelievably "out there" stuff. I don't want to tell my daughters or wife the stupid stuff I think about.
I've found the best thing that works for me, when a woman asks what I'm thinking, is to tell them exactly what stupid crap is going through my head at that moment. They soon learn not to ask as often.