I have the following sentence:
It contains all the information that tells what one is thinking about.
What I am trying to say is that this thing gives/contains an information. I want to make sure that "that tells" is appropriate for this purpose. And if there are words that could give the expression a better structure.
I would go with something similar to J.R.'s suggestion:
It contains all the information on what one is thinking about.
Prepositions on or about are commonly used (with information) to convey that the thing mentioned has something as a topic (see ODO def 3).
Since you already have one about used at the end, to avoid repetition you can go with on and get the same meaning.
Example of such usage:
The pamphlet provides a lot of information on recent changes to the tax laws.
From: M-W
An aside: this Google Ngram gives a rough image of how often information on is used.
"Information that tells" is not ungrammatical, but it sounds unidiomatic to me.
If you are married to the rest of the sentence then:
It contains all the information describing what one is thinking about.
Otherwise:
It contains the descriptions of all of one's thoughts.
