That is a confusing one, to me anyway.
I guess I would just have to agree with what others have said. I'm not sure what to think.
To me, though, it is confusing because a feeling always has an external cause. It doesn't come out of nowhere. But if we don't *know* what has caused our feeling, or what it is, I imagine it could cause us to "project" as others have said. Is your T saying this in the context of projection, or having a hard time identifying your feelings or where they come from?
My T constantly asks me if I'm projecting. Not in those words. But I often ask her if she is angry with me. She then asks, "Do you think you could be the one that is angry?" It used to frustrate me, and I wondered what in the h*** she was talking about. But I can see it now. If I think she is angry at me, I may either be angry myself, or feeling very judgmental of myself or unworthy.