Currently there are no special rewards for those who pass Thought tests. However, players who solve Thought puzzles can earn bonuses - in particular, permanent increases to their Focus attribute. The rule of thumb is that solving seven puzzles of the same type (for example, seven Tombs of the Immortal) will grant +1 Focus each; however, the complete calculation can be found here. Note that the focus gain is capped at three puzzles of each type per day, solving more will allow you to judge the puzzle, but will not be used for gaining focus points.
Additionally, you can hit the jackpot on a Set's Ladder (though they usually use sand as an ante, and as the jackpot).
Personal opinion: having no rewards whatsoever doesn't make this discipline any more popular. In fact, last age it barely got a monument built. --ShanVizen