The entire universe is thought energy. Everyone knows that energy changes form. Clouds can create rain and rain can freeze into ice. It is also well known that the energy of the universe forms physical matter. The only difference now is that physicists are now realizing that this energy contains consciousness.
The rest is easy to understand. According to laws of physics, when thoughts reach a certain intensity they form matter in the same way water forms ice. This happens on a level below the subconscious.