There are so many ways your thoughts can improve and change the riding experience you have with your horse.
Horses are incredibly intuitive, they can pick up on subtle changes in your body, energy and breathing, all of which are created by the thoughts you are having.
So, if you are reliving a thought of something that happened to you in the past, which for instance worried you, your body will subconsciously react and become tense with the memory of what happened to you before. If this happens whilst you are riding, your horse will also feel this tension in you and it will more then likely effect them too.
The same principle applies if you are having thoughts about something which made you feel good. Take for example if you remember something funny that happened to you. As you think about this memory or as you try to relay this memory to someone else, you will feel your whole body relax and lighten whilst these thoughts are at the forefront of your mind. Again your horse will feel this change in you too, so thoughts that make you feel good, will help your horse to relax as well.
These are just two examples of how your thoughts can effect your body, which in turn can also effect your horse.
Notice your thoughts whilst you are riding to help you and your horse to relax and enjoy the ride.