I Lost My Train of Thought

     A train is a connected series of rail vehicles propelled along a track to transport cargo or passengers. It is the "connected series" of the train that resembles the "connected series" of thoughts and as a result has given rise to the phrase "Train of Thought".

     The train of thought, stream of thought', chain of thought or trail of thought (Sarah Rickards) refers to the interconnection in the sequence of ideas expressed during a connected discourse or thought, as well as the sequence itself, especially in discussion how this sequence leads from one idea to another.

     When a reader or listener "loses the train of thought" (i.e., loses the relation between consecutive sentences or phrases, or the relation between non-verbal concepts in an argument or presentation), comprehension is lost of the expressed or unexpressed thought.

     The term "train of thoughts" was introduced and elaborated as early as in 1651 by Thomas Hobbes in his Leviathan.

     For your entertainment, I have included this link to a fun word game called Train of Thought:  http://www.wordgames.com/train-of-thought.html

Sources :
Wikipedia
http://boardgamegeek.com/boardgame/56835/train-of-thought