Refresh your understanding of third person. The third-person narrative comes from a third-party view that is completely separate from the storyline. When you read in third person, it is like observing the actions of the characters without interfering with the story.
Write in italic-style text to signify thoughts when you present them in dialogue form (when you write the thoughts in the style that your character would actually think them) so the reader understands that the dialogue is mental and not verbal. For example, you would write: "It's time to begin the test," Shaaron thought. You would italicize all the text in the quotation marks.
Write your character's thoughts right into a sentence instead of using the dialogue style if you prefer. For example, you could write the sentence: Shaaron made a mental note that it was time to start the test. You still express the thoughts of the character in the statement so the reader can understand her thought process, but you don't have to include mental dialogue.