When using a construction like "did + verb" in English, the speaker is adding emphasis - stressing that the action really happened. This might be said in response to someone who has implied that it did not happen.
EXAMPLE:
A: "I don't think you thought about going to the movie at all."
B:"I did think about it, all day"
-or-
"I DID! I thought about it all day"
Without "did", the sentence "I thought about going to the movie" is a simple statement and is more commonly used, unless an emphasis is needed.