I have sexual thoughts about an asexual person.
Why do you feel that way about them?
He was incredibly funny, and I can't stop thinking about it.
There's nothing wrong with being attracted to someone, but you should be careful not to express those thoughts and feelings to someone who isn't interested. If he isn't interested in sex, then you shouldn't bring it up with him. Just keep those thoughts to yourself when you're around him.
That's not fair, I didn't choose to be attracted to him.
That's true, but most likely any action will be a waste of time.