The THINK command is used to communicate with... yourself!
Example: THINK Well, here I am.
Result (Your perspective): You think, "Well, here I am."
That's it! Nobody else sees anything! You may be wondering what possible use this is.
You can use the THINK command to get into your character's head. For example, if you're in the middle of a conversation with somebody else and they've said something that gives you insight into who they are, but you don't want to share this with them, you may want to THINK it to cement the idea in your own head.
The THINK command is also very useful during IC interactions with NPCs (that is, non-player characters controlled by the staff during a plot or event). If you're not sure what to do or confused about what's happening, you can THINK about your uncertainty or consider possible courses of action, and the hosts can see this, giving them some insight into how the scene seems to be going for the player participants.
Note that although the THINK command is seen by hosts, it should be considered an IC command and is not a direct line of communication to the staff. We mostly pay attention to the THINK command during events, and things that players think at other times will not draw themselves to our attention. Anything you wish to say to the staff should be said by typing the SUPPORT command.