Contextually, thinking only arises from the contexts outside of us. What we call thinking is a variety of ways we have learned over many years to talk as if to others, even though only one can get said out loud. [We have one mouth. This is also the origin of the ‘single channel hypothesis’ in cognition…]
The basic idea is that through our long history of learning since we were born, we have learned to behave in certain ways with our bodies in certain contexts, and this includes what we attend to or look at. If given a cricket bat there is a range of actions we can do although we can only do one action at a time usually. We cannot swing the cricket bat through the air and also hit it on the ground at the same time. There is nothing mystical about this.
But, we have also spent a huge part of our life learning to say many things when we see or do almost anything; we have a huge variety of ways to talk and comment, and to influence our audiences in this way (but not influence the things or events). Simply put, one of the most frequent things humans have learned to do when in absolutely any situation is to talk or comment, and even if no one is listening. Our important, common or relevant audiences do not need to be present once it is learned.
The point here is that for any of the life contexts we are in, we do not get to say out loud most (only one) of the language responding we have learned for different social contexts (audiences) but these still occur simultaneously with any “out loud” talk, and as concurrent multiple thoughts if we have multiple relevant audiences. This constitutes thinking and other events called consciousness, hearing voices, ideas, concepts, etc.
These events are very real and have the same reality as the language that we use out loud but without them actually being said out loud (although the consequences are likely to be different if anyone is paying attention to what we say). They also have the same reality (roughly) that hitting the cricket bat on the ground has while we are actually swinging the cricket bat–we could do it if the context was there but in this case swinging is the first response.
It is commonly said that thinking is simply the ‘inner’ version of talking, that we can influence ourselves to do things when we think. “Talking to yourself”, however, is an everyday expression for thinking but it is not an accurate one, it is a misunderstanding. You are not actually an audience for your own thoughts. Thinking is more like “talking with your audiences about events but not out loud” than it is like “talking-to-yourself about events”.