A train of thought is the connected line your thinking follows. One idea pulling the next along behind it.
The image is a railway train, with each carriage attached to the one in front. The phrase nearly always appears when the connection has broken, since losing your train of thought is the standard description of being interrupted mid-sentence, and it is one of the most familiar small frustrations there is. Following somebody's train of thought means understanding how they got there.
1nountrain of thoughtA connected sequence of thoughts.
“The phone rang and he lost his train of thought entirely.”
Practised in A Man Called Ove, Thinking & Memory
First appears in chapter 32 of A Man Called Ove.
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