This is one of the best ways therapy is different from other types of relationships. Censoring your words is not necessary - in fact, I'd recommend you don't.
Sometimes these odd thoughts give us great information. You're talking about a co-worker and suddenly your sister's face pops into your head. Whenever you think of your hometown you get a lump in your throat. You just had a fantasy about yelling at your therapist. Whenever someone mentions the ocean chills run down your spine. You've been zoned out for the past couple minutes and didn't hear a word the therapist said. In the rest of the world, these thoughts, feelings and impulses would be kept quiet. But in therapy, fair game.
These odd thoughts can help us understand deeper parts of you - parts of your self few people see. If I had to summarize the function of therapy to one single element, it would be deeper understanding of ones self. Not just the stuff on the surface, the deeper material too. Some odd thoughts have deep meaning, even deeper than you might be aware of. Kind of like dreams.
You've heard of the concept of the "Freudian Slip"? That's when the deeper thought sneaks out past our censors and into our speech. Like telling a love interest you like their sex, when you meant to say socks. This odd thought thing is similar, only you're discussing all the slips you thought about but managed not to say.
It's a little risky sharing these thoughts you normally keep to yourself. But soon you'll see how helpful it is. Give it a shot.