The theory on how we process information, and specifically how nature supports our understanding and cognitive processing, is called attention restoration theory. Due to the lack of overwhelming stimuli found in nature (versus the stimuli we find in urban areas), we are able to process internal top-down information or thoughts more effectively. Research on this phenomenon therefore suggests that this may be why walking in nature can help us clear our thoughts and minds!
This can be especially helpful during times of stress or anxiety. For more information on the latest research from Marc G. Berman, John Jonides, Stephen Kaplan, that inspired this post find a link to their article here.