Actually, it isn’t. Well, if you compare thinking to not-thinking, the first one is somehow more costly and harder. But let’s look at these statements one by one.
Is a complex thinking costly? Humans have big brains, but if you aren’t really starving you don’t need to save energy by thinking less. At the same time a person can even motivate himself that active thinking burns some energy from food. One only needs to avoid extremes like “I’d though hard, now I can eat cake or ten.”
Also if a person thinks hard about thinking, it reduces his attention to external events. It also takes some time, but if one’s thinking is organized and controlled it would most likely create more value in the future than non-thinking activities. But you should take into account a reduced attention. It means you should avoid some activities like driving if you want to think in depth about something. I believe that if a simple talk via a mobile phone can reduce attention enough to create a traffic accident, more active thinking can reduce attention even more.
You can find a number of other activities similar to driving. Think how much attention something needs, and try to be safe choosing things you want to do at the same time.
You may have heard that people need to stop thinking and start doing things. As I understand this advice, people need to stop overthinking because sometimes people tend to start ruminating about the same topic for a long time. It can also prevent these people from acting. Another possible reason for this advice to exist is a fear of acting. People may expect failures and other issues related to things they are going to do.
These problems can be addressed with different approaches. A disciplined thinking like applying guidelines from metacognitive therapy or cognitive therapy can help to avoid rumination. Related fears can be addressed in a similar way with the same tools. In complicated situations a cognitive therapist can help, so almost all cases can be resolved. As a result people would make their thinking processes more controlled and disciplined.
Also when a person does something many times he becomes more experienced in this area. He can do it faster after some practice. It is true for thinking processes too, so even complicated thinking would become easier as you practice it.