it’s something that you’re actually supposed to think about while watching it
Says who? IMO the strongest aspect of Lain is the vibe (style, sound, art, the whole world). The overall narrative is jarringly structured, a bit chaotic, with sudden introductions and resolutions of subplots, and especially on the first watch it's futile to try to treat it as some sort of a (solvable) puzzle, or, even worse, a philosophical tractate. Not that it might not be treated that way on a rewatch sometime down the line (though honestly I wouldn't expect that to be possible even then), but the first time around it has to draw you into the world and into Lain's mind. Just relax, make yourself comfortable, and let it be an irrational, intimate experience that it's probably meant to be. (Or, well, don't, if you've already given up.)
Can you link it? If you still remember what/where it was...