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brown study, in a

Daydreaming or deeply contemplative, as in, "Margaret sits in the library, in a brown study." This term dates from the late 1500s, and although by then "in a study" had long meant "lost in thought," the reason for adding "brown" is unclear. Moreover, the present idiom also is ambiguous, some holding that it denotes genuine thoughtfulness and others that it signifies absentmindedness. (Answers.com)

Its first meaning in the language was . . . a state of gloomy meditation. These days it usually means a state of abstraction, absent-mindedness or deep thought. The expression is old, dating at least from the sixteenth century. We’ve now lost the original meanings of both halves of the phrase and so it has long since turned into an idiom. "Brown" does refer to the color, but it seems that in the late medieval period it could also mean no more than dark or gloomy and it was then transferred figuratively to the mental state. A study at that time could be a state of reverie or abstraction, a sense of the word that is long since obsolete. The first example is a surprisingly modern-sounding bit of sage advice in a book called Dice-Play of 1532: "Lack of company will soon lead a man into a brown study." (World Wide Words)