It is important to perform Pilates exercises fully concentrated. Your brain gives the command to your muscles to move, if you want to move in the correct way, you mind should be fully awake and present. Always send your mind to the part of the body that is moving and think about what bones are moving and what muscles are contractive, you will optimise your experience and take the most out of a specific exercise. During my Pilates and Personal Training  sessions I always remind my clients to concentrate for the duration of the exercise in order to obtain the maximum results. 

"Concentrate on the correct movement every time you exercise, lest you do them improperly and thus loose vital benefits" Joseph Pilates