Thoughts that appear to come to us 'out of the blue' or 'out of nowhere' are a familiar aspect of mental experience. Such thoughts tend to elicit feelings of surprise and spontaneity. Although we are beginning to understand the neural processes that underlie the arising of such thoughts, little is known about what accounts for their peculiar phenomenology. Here, we focus on one central aspect of this phenomenology-the experience of surprise at their occurrence, as it relates to internal probabilistic predictions regarding mental states. We introduce a distinction between two phenomenologically different types of transitions in thought content: (i) abrupt transitions, which occur at surprising times but lead to unsurprising thought content, and (ii) wayward transitions, which occur at surprising times and also lead to surprising thought content. We examine these two types of transitions using a novel approach that combines probabilistic and predictive processing concepts and principles. We employ two different probability metrics-transition and occurrence probability-to characterize and differentiate between abrupt and wayward transitions. We close by discussing some potentially beneficial ways in which these two kinds of transitions in thought content may contribute to mental function, and how they may be implemented at the neural level. This article is part of the theme issue 'Offline perception: voluntary and spontaneous perceptual experiences without matching external stimulation'.