In the 4th century BC, Aristotle wrote that the source of intelligence was the heart (source). Other greeks like Alcmaeon of Croton thought it might be the brain. I think the fact that they were having this discussion means that it's not obvious from our sensations alone that the thoughts are happening in the head.
Q: But does this association (that the head is the place where thought processes happen) have any grounds in actual sensing?
A: Yes, the association (that the head is the place where thought processes happen) has the ground in evolutionary neurophysiology.
Thinking, analyzing, deciding, and other cognitive functions are the most important functions for a ...