One great thing about being a writer is that one can be a mind reader, something we can't do in real life. We can put in words what out characters are thinking. This is one way of adding depth to a character for the reader can see more of the character's nature. Using thoughts can show a villain's dastardly plans or give hints to what he plans as in foreshadowing. The hero or heroine can be shown agonizing over a decision. A character can say one thing and think another. Putting a character's thoughts will give the reader another dimension of the character.
Here are some things to remember. Use the character's way of speaking when thought-reading. Thoughts aren't always complete sentences is another thing to remember. Have your character think of specific things and not in generalities. What's important to them is the best way to show his or her nature. Make the character's emotions a part of his or her thoughts. Havign a character debate silently can also show more about his or her nature.
I once read a novel that was all in the head of a character who suffered from a stroke. This was a tour de force but an effective piece of writing. I wish I could remember the title or the author but I learned a lot about internal dialogue from this story. If anyone has any suggestions as to who the writer was and the title of the story, shout away. I think the author was a mystery writer usually.