Not that it's that common I'm sure, but my university girlfriend's best friend could think herself to orgasm. She inspired me to try it, and I've come (haha!) pretty close over the years, but never quite there. Might be because I'm a guy. It's certainly not going to happen in my current middle-age.
Yeah, what a neat trick it would be if I could bring myself to climax just from thinking. Reminds me of the headset things from Total Recall Demolition Man. (The original, haven't seen the remake so no idea if it's in that one too.)
Oh it’s a thing that can be done by some people, maybe even most, though very few can without training. The human brain is both very susceptible to inputs and the thing that controls physiological responses. I know training this is a pretty common goal among hypnosis fetishists