Well, my boyfriend is the same way. He has absolutely nothing on his mind most of the time. Really, it depends on who you ask. I'm sure lots of people don't thing about things and don't over-analyze things or anything. Sometimes they do just think of nothing and that's just how different one person can be when compared to another. I don't think always having something on your mind is a bad thing, and I don't think that having nothing on your mind is a bad thing. Not every person is the same and not every difference is bad.

As for why it tires you out, I'm unsure. I'm tired and stressed out a lot of the time, too. But I don't think it's because of the thoughts I have. Perhaps you're being drained by some other source. Perhaps you're stressed, isolated, or any of the possibilities I mentioned in the response before this one. I recommend really thinking about what the main issue in your life is, what you think may be bothering you the most and causing this stress and tension. If you find it and manage to fix it, everything will likely be a lot smoother and you won't be as tired anymore. People with Anxiety that think about things constantly are often exhausted afterwards. So, that's another thing that I mentioned in my previous response. Either way. That's just my view on things.

If it truly worries you, you can ask a professional. But I really don't think it's anything to worry about.