Htydjtk

It is hard to describe what I want in a setence, better take a look on how I usually write down (lecture) notes.

I want to point your attention to these little "clouds" which contain some useful, but not necessary information about a sentence, for example.

It is important to me that I have these notes in the text and not "outside" (as a footnote or so).

Also notice that notes are placed wherever there is enough space.

We already have examples of such clouds here on TEX.SX:
cloud examples

So I search for something like a stackrel or overbrace command that does all the alignment and spacing for me (obviously it would take ages to align manually with all those clouds otherwise).

Unless you want to spend all your time manually placing text so as to wrap around your clouds, I suggest combining it with a marginpar mechanism. The only change to the layout I did was to decrease the textwidth to leave room for the clouds.

documentclass{article}

textwidth=dimexprtextwidth-1inrelax

usepackage{tikz,tabto,lipsum}

usetikzlibrary{shapes}



newcommandmargincloud[1]{{%

  tabto{textwidth}%

  llap{%

    rule[-dpstrutbox]{.5pt}{dpstrutbox}%

    rule[-dpstrutbox]{dimexprtextwidth-TabPrevPosrelax}{.5pt}%

    kern-3pt

    smash{rlap{rotatebox[origin=lb]{45}{rule[-dpstrutbox]{60pt}{.5pt}}}}}%

  tabto*{TabPrevPos}%

  marginpar{%

    smash{begin{tikzpicture}

    node [cloud, fill=blue!5, draw,cloud puffs=10,cloud puff arc=120, 

       aspect=1.5, inner ysep=1em]{parbox{1in}{raggedright#1}};

    end{tikzpicture}%

  }}%

}}



begin{document}

This is a testmargincloud{My marginnote of some length} of a cloudy

marginpar.  I will continue to write so as to make sure that the line

is appropriately set at the right height. lipsum[1]



Now I get to try it again, to see if it still works.  Let us do it here%

margincloud{I would like a longer marginnote to see how this works}

and see. lipsum[2]



Finally, we get to try it one last time on the page.  I will work

my way a bit into the paragraph, in order to see if that makes any

difference at all.  Ok, we prepare for this final test of the page.

Here goes...margincloud{Boo!} lipsum[3]

 end{document}

At the OP's request, a version with dotted connectors:

documentclass{article}

textwidth=dimexprtextwidth-1inrelax

usepackage{tikz,tabto,lipsum}

usetikzlibrary{shapes}

defdotfill#1{cleadershbox to #1{scalebox{1.4}{.}}hfill}

newcommanddotline[2][.5em]{leavevmodehbox to #2{dotfill{#1}hfil}}

newcommandmargincloud[1]{{%

  tabto{textwidth}%

  llap{raisebox{-dpstrutbox}{%

    dotline{dimexprtextwidth-TabPrevPosrelax}%

    kern-3pt

    smash{rlap{rotatebox[origin=lb]{45}{dotline[.7em]{60pt}}}}}}%

  tabto*{TabPrevPos}%

  marginpar{%

    smash{begin{tikzpicture}

    node [cloud, fill=blue!5, draw,cloud puffs=10,cloud puff arc=120, 

       aspect=1.5, inner ysep=1em]{parbox{1in}{raggedright#1}};

    end{tikzpicture}%

  }}%

}}

sloppy

begin{document}

This is a testmargincloud{My marginnote of some length} of a cloudy

marginpar.  I will continue to write so as to make sure that the line

is appropriately set at the right height. lipsum[1]



Now I get to try it again, to see if it still works.  Let us do it here%

margincloud{I would like a longer marginnote to see how this works}

and see. lipsum[2]



Finally, we get to try it one last time on the page.  I will work

my way a bit into the paragraph, in order to see if that makes any

difference at all.  Ok, we prepare for this final test of the page.

Here goes...margincloud{Boo!} lipsum[3]

 end{document}

Better yet, a version with bubbles:

documentclass{article}

textwidth=dimexprtextwidth-1inrelax

usepackage{tikz,tabto,lipsum}

usetikzlibrary{shapes}

defdotfill#1#2{cleadershbox to #1{scalebox{#2}{$circ$}}hfill}

newcommanddotline[3][.6em]{leavevmodehbox to #2{dotfill{#1}{#3}hfil}}

newcommandmargincloud[1]{{%

  tabto{textwidth}%

  llap{raisebox{-dpstrutbox}{%

    dotline{dimexprtextwidth-TabPrevPosrelax}{.6}%

    kern-3pt

    smash{rlap{rotatebox[origin=lb]{45}{dotline[.8em]{60pt}{1}}}}}}%

  tabto*{TabPrevPos}%

  marginpar{%

    smash{begin{tikzpicture}

    node [cloud, fill=blue!5, draw,cloud puffs=10,cloud puff arc=120, 

       aspect=1.5, inner ysep=1em]{parbox{1in}{raggedright#1}};

    end{tikzpicture}%

  }}%

}}

sloppy

begin{document}

This is a testmargincloud{My marginnote of some length} of a cloudy

marginpar.  I will continue to write so as to make sure that the line

is appropriately set at the right height. lipsum[1]



Now I get to try it again, to see if it still works.  Let us do it here%

margincloud{I would like a longer marginnote to see how this works}

and see. lipsum[2]



Finally, we get to try it one last time on the page.  I will work

my way a bit into the paragraph, in order to see if that makes any

difference at all.  Ok, we prepare for this final test of the page.

Here goes...margincloud{Boo!} lipsum[3]

 end{document}

With tikz and tikzmark you can do such things.

documentclass{article}

usepackage{amsmath}

usepackage{tikz}

usetikzlibrary{tikzmark,shapes.symbols,decorations.markings}

tikzset{thought dots/.style={decoration={markings,

      mark=between positions 4pt and 0.95 step 9pt

      with

      {

        draw (0,0) circle[radius=2pt];

      }

},decorate}}

begin{document}

Standard philosophy $displaystyle (M,sigma_M)

xrightarrow[tikzmarknode{n}{mathrm{nervously}}]{mathrm{study}}(M,sigma_M)$

begin{tikzpicture}[overlay,remember picture]

path[thought dots] (n) -- ++(0.5,-1) node[below,cloud,draw,align=center,aspect=2,inner sep=0pt]{study structure\

of sets by studying\ maps between them};

end{tikzpicture}

end{document}

You can address the alignment problem with either shapepar or wrapfig or something along those lines. Which of these options suits you best may only be gauged once you provide us with an MWE, from which we can see which packages you are using and so on. The following is to give you an idea.

documentclass{article}

usepackage{amsmath}

usepackage{wrapfig}

usepackage{lipsum}

usepackage{tikz}

usetikzlibrary{tikzmark,shapes.symbols,decorations.markings}

tikzset{thought dots/.style={decoration={markings,

      mark=between positions 4pt and 0.95 step 9pt

      with

      {

        draw (0,0) circle[radius=2pt];

      }

},decorate},iCloud/.style={cloud,draw,align=center,aspect=2,inner sep=0pt}}

begin{document}

setcounter{section}{3}

section{Measurable maps}

Standard philosophy $displaystyle (M,sigma_M)

xrightarrow[tikzmarknode{n}{mathrm{nervously}}]{mathrm{study}}(M,sigma_M)$



begin{wrapfigure}[10]{r}[10pt]{6cm}

tikzmarknode[iCloud]{nn}{study structure\

of sets by studying\ maps between them}

begin{tikzpicture}[overlay,remember picture]

path[thought dots] (n) -- (nn);

end{tikzpicture}

end{wrapfigure}

$triangleright$ measurable maps



a map $f:Mto N$ is called measurable if dots lipsum[1]



end{document}

If you want them in the margin, then I'd use tikzpagenodes.

documentclass{article}

usepackage[left=1in,top=1.5in,bottom=1.5in,right=2in]{geometry}

usepackage{amsmath}

usepackage{lipsum}

usepackage{tikz}

usepackage{tikzpagenodes}

usetikzlibrary{tikzmark,shapes.symbols,decorations.markings}

tikzset{thought dots/.style={decoration={markings,

      mark=between positions 4pt and 1-4pt step 9pt

      with

      {

        draw (0,0) circle[radius=2pt];

      }

},decorate},iCloud/.style={cloud,draw,align=center,aspect=2,inner sep=0pt}}

newcounter{clouds}

newcommand{AddThought}[3]{begin{tikzpicture}[overlay,remember picture]

stepcounter{clouds}

node[iCloud,anchor=west,#1] (cloud-numbervalue{clouds}) at 

(#2.south-|current page text area.east)

{#3};

path[thought dots] (#2) -- (cloud-numbervalue{clouds});

end{tikzpicture}}

begin{document}

setcounter{section}{3}

section{Measurable maps}

Standard philosophy $displaystyle (M,sigma_M)

xrightarrow[tikzmarknode{n}{mathrm{nervously}}]{mathrm{study}}(M,sigma_M)$

AddThought{n}{study structure\

of sets by studying\ maps between them}



$triangleright$ measurable maps



a map $f:Mto N$ is called measurable if dots lipsum[1]



Something about tikzmarknode{d}{ducks}

AddThought[yshift=-1cm]{d}{Why always\

ducks? Don't we\ have enough\ ducks?}



end{document}