It's difficult to answer without giving too much away but this is how it goes in as much detail as I can give.
1. At the outset, the magician hands the spectator a card a pen and a stack of envelopes.
2. The participant writes down their thought, places it in the envelope, seals it and removes it from the stack. They can then place the envelope in their pocket, ot they could destroy it. The magician could be across the room while all this happens.
3. When the extra envelopes and pen are returned to the magician the information is available to be revealed.