Carry it around with you?

The Reading: 

Shoyoroku - Case 57: Gon'yo's One "Thing"

Venerable Gon'yo asked Joshu,
  "How is it when a person does not have a single thing?"
Joshu said,
  "Throw it away."
Gon'yo said,
  "I say I don't have a single thing. What could I ever throw away?"
Joshu said,
  "If so, carry it around with you."

Discussion:

Joshu's Zen, what is it pointing at?