Generalized spatial modulation (GenSM) aided millimeter wave (mmWave) multiple-input multiple-output (MIMO) has recently received substantial academic attention. However, due to the insufficient exploitation of the transmitter's knowledge of the channel state information (CSI), the achievable rates of state-of-the-art GenSM-aided mmWave MIMO systems are far from being optimal. Against this background, a novel analog precoding scheme is proposed in this paper to improve the spectral efficiency (SE) of conventional GenSM-aided mmWave MIMOs. More specifically, we firstly manage to lower-bound the achievable SE of GenSM-aided mmWave MIMO with a closed-form expression. Secondly, by exploiting this lower bound as a cost function, a low-complexity iterative algorithm is proposed to design the analog precoder for SE maximization. Finally, numerical simulations are conducted to substantiate the superior performance of the proposed design with respect to state-of-the-art GenSM-aided mmWave MIMO schemes.