Perhaps Nona was a little too restrictive - on my mind doesn't have to be an unpleasant thing. You are always on my mind COULD mean that I'm worrying about you, but it also can mean (and does in this song) that I think about you all the time.
Also, "in mind" (without the MY means) "intending or expecting."
Oh yes, that color scheme is exactly what I had in mind when I asked you to decorate the room.