Catherine's interlocutor is teasing her, of course. She is not being deep; her artfulness is quite conventional. But there is depth to the joke. Given the intentionality of thought, either there is something of which she is thinking, or she is not thinking at all. So she is being artful in pretending that there is some third possibility: thinking without an object of thought. This is a standard tactic to preserve a generally desirable fiction: one rarely likes to be caught not thinking. And her conversation partner is being playful in pretending to allow her that possibility. In calling it deep, however, his irony shows what he really thinks. It is unthinking of her to suppose she can disguise her non-thinking in this way. This is an instance of the higher nonsense (and her rather wild response shows she knows it); it is also the kind of pseudo-problem which, if we are not careful, leads to fruitless philosophizing.

If there is no third possibility, no thinking without an object of thought, then we are pressed in giving an account of thought to say what kinds of thing we might be thinking of.