So, what are you thinking about?

Why people, generally women, ask this question:
This question, if answered honestly, can give a good insight into how an individuals mind works. When diving in a car is the person next to you easily distracted by things around them such as other cars, people, billboards ect. or do they have particular interests that they think about more than other things such as the lines they would take on this road if they were on their motorcycle, what food sounds good for dinner tonight or what kind of shoe should they buy next to add to my collection. Women tend to be the one, more often then not, asking this question. Why? Because they are always thinking about something, no matter what they are doing there is almost always something inevitably running through their head and everything they think about always leads to something else. (Actually this is why a man can be having a conversation with a woman who and in the middle can ask a question that, to the man, came from out of nowhere.) Women ask the question, 'what are you thinking about' just to try to get to know who a man is a little better.

Why the most common reply from men is "Nothing":
One reason, ladies, that men tend to answer "nothing" often is because they feel that what they are thinking is so insignificant that it doesn't demand conversation. He thinks there is no significance about talking about the gun show this Saturday to you or the fact that he saw a monkey fling pooh at the zoo last Friday, you where not there, you will not be there, and most importantly you don't care about guns or pooh, so "nothing" becomes an easy automatic answer. Then if a woman insists to know what they are thinking, by that point what the guys was thinking was so unimportant to him that he forgot so "nothing" becomes, for the most part, a honest answer.

Now this is important for ladies to understand, no matter how unfathomable it may seem, but the most likely reason a man will answer "nothing" is because they where honestly thinking nothing. Example: a random woman sees something shiny and may start thinking about jewelry in some way, a man may see something shiny and zone out for 10 minutes. This is no joke, a man can actually go for periods of time without thinking a single thought so if their answer is "nothing" don't pester them and go on about 'well you always say that' or something like that, just let it be.

My Suggestion:
If you like asking this question as much as I, who in fact loves this question, do, turn it into more of a game. Don't ask "What are you thinking about?" ask "What is the most random thing you can think of?" It's fun because the answers are sometimes a bit more unique and you can still find out a bit more about someone as they may tend to think about things that are more familiar to them or things that they like. I like dogs and sci-fi so I may think of something like the poker playing dogs from that famous painting playing Star Trek 3D Chess instead of poker. Anyway, it's just a thought.