“If you don’t want to think about the Current going off the air, don’t even let that thought entertain you!”
To imagine a certain situation is to entertain a thought. But what she said wasn’t strictly ungrammatical, because thoughts can entertain, too; e.g.:
I’m imagining a psychic cocktail party attended only by two well-dressed attendants — one is labeled “SELF” the other “THOUGHTS” — and they are arguing gentlemanly over who gets to entertain who.
Aristotle said that educated minds can entertain thoughts with believing them — no matter how entertaining the thoughts entertained.