Not everyone thinks in a language. Language is extremely helpful for conscious thought, but not because language itself has some inherent magical control over our thoughts, but because language embodies certain kinds of cognitive technology. The keystone paper for that point of view is "Number as a cognitive technology: Evidence from Pirahã language and cognition" (http://langcog.stanford.edu/papers/FEFG-cognition.pdf). Having words for colors makes it easier to remember the specific shades that you have words for, because it's easier to remember the abstract symbol, which you can use to access the concept later, than it is to remember the actual experience of that color. Same with numerical quantities, or anything else for which your language has labels and categories.