Acharya Prashant explains that no thought is ever truly one's own, as all thoughts arise from external influences and past conditioning. He demonstrates this through an experiment where he challenges the audience not to think of monkeys, showing how easily the mind is manipulated by external suggestions. He asserts that while thoughts and opinions are borrowed and conditioned by factors like one's birthplace or upbringing, understanding is something that can be truly one's own. When one is listening attentively and deeply, they are in a state of understanding rather than thinking, as thinking often involves comparing new information with past knowledge or external distractions.