What they are telling you Timur,  is that you will probably not "think" in English, until

you shift from  studying  vocabulary associated with "things" and advance into a study of  "ideas".

Read,Read,Read,Read, build your vocabulary as soon as possible, listen more and more. the search for some one to practice with, discussion and chatting. Day by day, you wil see your self better and better. Eventually, you have to know practice makes perfect. 

Hello Timur:

  Do not be discouraged about that.  It is not an easy thing to accomplish.

  #1  First, it requires a shift in vocabulary   from   communications  about physical things, which are part of your sensory experience.  Those are easy to communicate.

You feel hot or cold,  or you like or dislike something.  These are rather easy to commnicate, and require little thought.

  #2  To "think" in English, you will need to "slow-down"  your processes and give consideration to Abstract  Concepts.

  Here is an example:   Cruelty to Children   

    Is that Good  or is that Evil?

  #3  Once you begin  working with basic Moral conceptions,  your   use of ideas as pure thought  will improve.

   #4  The one exception that does come to mind  would be  a situation  wherein  you begin the study of Mathematics,  because  Numbers,  like Cruelty,  is an Abstract Concept.  Thus,  "thinking" in English can be accomplished  with something as basic as Mathematics. 

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Chaney, in my oppintion, you skills are fine! You had i nice teacher!

But how tu tune up our brain to to think in a language and morover, to grasp it from the surrounding?

I took an american english class once, and teacher taught and trained us how to think in English then speak out naturally, and it totally worked out well! I don't know how could he do it :/ Because I lack the practice, my skill hasn't been developed as it should be :(  Anyway, English vocabularies are necessary in my opinion.