For me this saying refers to that effort in which we reach into the mind and a thought offers itself but it's clear that the thought is not what we're looking for, it's not the meaning of what's happening, and we keep reaching and there's nothing there. In some way nothing is going on, I'm not my thoughts and they aren't what's going on.
I had some unusual numbers in a test and my Kaiser doc with solemn demeanor sent me to be scanned for cancer on the bone. I could tell the docs thought it was a likely outcome, and while I didn't believe they were right, my mind did play the scenarios all by itself, without instruction from me: If I had say a couple of years to live, how would it change things? Would I actually do anything differently?