It could mean he's not in a gun battle or a bad situation and he has time to himself to think his own thoughts, without worrying somebodies going to shoot at him. Let him know you're thinking of him and give him time. (I saw your other question about BF)
It means that you are yourself and lonely, because of that there's nothing else you can do but think, so you are disturbed by your own thoughts. You may even think about your loneliness and do things the wrong way.