Two concepts
Primary thinking refers to thoughts that first arise. The speaker includes thoughts triggered by events as well as intrusive and context-related thoughts. The term should not be restricted to judgments reached through deliberate reasoning.
Secondary thinking refers to further associations, imagination, memories and analysis built on those thoughts. The lecture particularly discusses chains of association that extend toward frightening consequences.
An illustrative distinction
“That remark upset me” and “Does this mean all my future relationships will go wrong?” operate at different levels. These sentences are editorial examples used to explain the distinction.
A common misunderstanding
Further thinking is not automatically a problem. Planning, reflection and practical problem-solving also require thought. This entry describes the repeated elaboration and amplification discussed in the lecture; it does not classify all analysis as something to stop.