she left the thought unfinished
"You started painting after ----" She left the thought unfinished.
what does it mean?Does it mean that she don't know how to finish the sentence?

It could mean she didn't know, or didn't want to say.  Perhaps if she finished her sentence, it would be embarrassing to someone, or would bring up a bad memory?

It means she didn't finish the sentence, therefore her thought was unfinished.