"think aloud" (or "think out loud") means to say what you are thinking in a kind of spontaneous or "unfiltered" way that may not be fully appropriate for the situation or fully coherent to others. So, your context seems to makes sense, but I'm not sure whether one can really think aloud "to oneself". It seems like a confusion with the expression "think to oneself".
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moon7296 Ah.. then I think the expression I was looking for that context is "think to oneself". The phrase means you don't speak up but think of something in your head, right?Right.