Conscious thought sets up a corresponding tension in the body, such as muscular contraction or a quickening of the heartbeat. But you won't feel tension until it grows to actual pain, because normal conscious thought is also greedy. It grabs your attention and leaves none to notice its own effect. The difference between being aware of the thought and thinking the thought is very real. But it is extremely subtle and difficult to see.
Concentration is one of the tools needed to be able to see the difference.