explain me, please

I think to my self. What does mean this phrase?

Is your question asking what the phrase 'I think to myself' actually means?

If so, it's kind of like talking to yourself, or thinking within your own mind. For example: 'I saw that the window was open and I thought to myself, That's not right! I'm sure I closed it!'

Explain it to me, please.

I think to myself, "What does mean this sentence mean"?