Does thinking during an action improve the quality of the action or reduce it?

For example, I am writing, and I am aware that I am writing: when I repeat, "I am writing", "I am writing", in my mind, when performing the action of writing, isn't there a split between action and thought? 

I remember in a Bruce Lee film in which he says, "Don't Think". If there is a split between action and thought, wouldn't the processing of action slow down?