The most common and most likely answer to this crossword clue is the 6 plus 2 plus 13 letter word STREAM OF CONSCIOUSNESS
I've seen this crossword clue in The Times
S
T
R
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A
M
O
F
C
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N
S
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U
S
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S
Buddy explains!
The straight part
We know that "Thought train" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case thought train = stream of consciousness.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.