Most of us have a sense that there is something about us that is peculiarly private, known only to us, and that the contents of what we call our "mind" are almost (?) definitionally this peculiarly private stuff.
This is why "mind reading" is such a popular magic trick. To have someone pull a rabbit out of a hat is one thing, and all good fun. But to pull out my thoughts from my head? "Think of any number between one and ten ... you are thinking of four!" -- THAT sort of trick is slightly threatening, though in the context of a stage show the threat is of course contained so the audience doesn't flee in horror.
In history-of-philosophy terms Descartes certainly helped codify our sense of ourselves as a tight fortress with a private theatre inside, it is the "I" which "thinks" and which holds itself as its first certitude.
As a consequence and one might say as a mitigation of this sense of privacy, we talk of putting ourselves in other's shoes. I have no direct perception of what you are thinking as we play chess together, so I ask myself what I would do were your position mine.
All this comes in for a lot of philosophical scrutiny. Daniel Dennett, for example, doesn't believe in the private theatre. He contends, if I understand him, that we are only under the illusion that we are subject to private illusions. Furthermore, he doesn't really believe in the notion of putting one's self in someone else's shoes as a way of predicting behavior. He has written, "If I make believe I am a suspension bridge and wonder what I will do when the wind blows, what 'comes to my mind; in my make believe state depends on ... my knowledge of physics." Why, he asks, should my making believe that I am you be any different. I must have "knowledge of the imitated object" for the make believe. The make believe doesn't drive the knowing.
The Intentional Stance (1987).
The usual response, of course, is that I am relevantly similar to the other chess player in a sense in which I am not relevantly similar to a suspension bridge.
Here's a link to further discussion: https://plato.stanford.edu/entries/folkpsych-simulation/