Firstly, it implies that this person occupies a significant and constant presence in your thoughts. They are not just passing through your mind momentarily but reside there, occupying a special place in your consciousness.
Secondly, it suggests an enduring and profound connection. This person is not easily forgotten or pushed aside; they are an integral part of your daily life and inner world.
In essence, this statement expresses the depth of feelings and attachment you have for someone. It reflects a strong and lasting emotional bond where thoughts of that person are a constant and cherished presence in your life.