The preposition в can only be used with the locative and accusative cases, not the genitive. Since there's no connotation of motion from one place to another, you would use locative. I am not sure, but I think it would be в мозгу. (Мозг is one of those monosyllabic words that take an у ending instead of a e in the locative case.)

However, perhaps it not so clear cut as that. I think if you are referring to inside the brain (мозг means brain) you would say в мозге, if you are referring to your consciousness/awareness (ум), you would say в мозгу (though since there's a different and more appropriate word for "mind" anyway, you might want to use that instead). Hopefully a native speaker can clarify this for both of us.

(That being said, I'm not sure if I've ever heard such a phrase as yours in Russian as such, and it might be worth asking a native speaker if they can offer up a more appropriate and Russian выражение (expression).)