Gorgias has already argued (see here and here) that there isn't anything, so the following arguments are pointless given his already-defended thesis, but he insists that even if there were something you wouldn't be able to think abut it. So what is isn't knowable even if it is (which it isn't).
This time I'll just present the arguments. If anyone wants to comment on them, feel free, but I'm too tired now to go through the responses, and the quick thoughts I wrote up when I put together my lecture notes could probably use a more careful going-over than I care to give them now.
1. If things thought of have the property of whiteness, then white things have the property
of being thought of.
2. So if things thought of have the property of not existing, then existing things have the
property of not being thought of.
If the things thought of are things that are, then everything thought of is. But you can think about people flying and chariots riding on the water, and that doesn't make those things true. So what's thought of isn't what is.
If things thought of are, then things that are not won't be thought of, because opposites have opposite properties. But we think of many imaginary things. So, to be opposite from the imaginary things we think of, nothing that is can be thought of.
What's visible is seen by eyes. What's audible is heard by ears. Just because something can't be seen doesn't mean it doesn't exist. You can know of it by hearing. And vice versa. So we shouldn't reject what's thought of because it isn't seen and heard. It's not seen or heard, but it's thought. But it's absurd to think chariots ride on the sea just because you think of it.