What kind of thoughts does it implant in my heart and mind?
If I regard iniquity in my heart, the LORD will not hear me. (Psalm 66:18)
Entertainment that causes me to regard iniquity in my heart will prevent my prayers from being heard. You might argue that this is "Old Testament," and that through Christ, all your prayers are heard. Be mindful of I Peter 3:7, in which husbands are warned that their prayers are hindered by not honouring their wives as the weaker vessel.
For from within, out of the heart of men, proceed evil thoughts, adulteries, fornications, murders, thefts, covetousness, wickedness, deceit, lasciviousness, an evil eye, blasphemy, pride, foolishness: all these evil things come from within, and defile the man. (Mark 7:21-23)
The Jews focused pointedly on purification related to food and washings, all of which were temporal and external. You might say they were obsessed with carnal purification. Jesus warns them that the wickedness lived out in a man's life arises from the wickedness of his own heart. Thus, there is a pointed (although perhaps not immediately apparent) warning here in relation to what we feed in our hearts. Our wicked world has done much to desensitize our eyes, ears, hearts, and minds to shameful and abominable activities. To some extent, that cannot be avoided, since we live in the world. At the same time, we ought not to feed that desensitization through the entertainment we allow in our lives.