The first thought could be anything. An event that took place that day. It could be something your friend said. It could be something that happened somewhere else in some other period of time. It could be something that is unrelated to you. It could be of major significance like the thought of a world war or of minor significance like the thought of a missing aglet. Just one thought and the train takes course from there. It travels to stations that are miles apart or yards apart.
Speaking about stations, there has to be certain rails connecting them. The connection between thoughts aren't always obvious. The connections could be distinct. For instance, when you jump from the thought of one friend to another, its evident that the connection is the fact that they are both your friends. Here's the blue-print of a train of thought where the connection is pretty distinct:
Basketball -> NBA -> Competitions -> Olympics -> Many Nationalities -> France -> Eiffel Tower -> Creme Brûlée -> Food -> Bread -> Croissants -> Austria -> Germany -> Hitler
But just take a look at the start: Basketball and the end: Hitler. When you think of them individually, they seem like they have nothing in common. But the connection is well defined above.
The above instance showed how thoughts are connected. Sometimes it might appear as if two thoughts are unrelated. But, if we do have a look at our intricate labyrinth of thoughts, the link between the thoughts will become relevant to us.
Train of thoughts needn't occur only to one person. To say it in a simpler manner, there could be two passengers travelling together in the train. This usually happens while amidst a conversation with another. This has happened to me many a times. When I talk a friend, we start with a particular topic and end up jumping to other topics. I'm sure you have experienced it too.
I end up in the train of thought at least twice a day. I guess that indicates the fact that I don't have much work to do per day. Well, to that, I agree completely. Haha, talk about honesty! But I have enjoyed each and every trip I have taken. It is a very splendid way of spending time, be for a short or a long travel. I can't wait for my next trip. Heck, why wouldn't I look forward? Its free!