Place quotation marks around a direct thought, the same as you would with dialogue. For example, the last half of the last sentence in this passage is a direct thought: I was four when my mother and father brought home my baby sister. They gave me a balloon so I would feel special too. I looked at my sister's little pink face, and I thought, "I wonder what will happen if I pop this balloon?"
Place a comma before the thought if you start with "I thought." For example: I thought, "I wonder what will happen if I pop this balloon?" Use the appropriate point of punctuation to end the thought.
Place a comma after the thought if the words "I thought" appear at the end, like this: I looked at my sister's little pink face. "I wonder what will happen if I pop this balloon," I thought.
Leave out the question mark or other point of punctuation in this case.
Write an indirect thought as part of the narrative rather than as if it were dialogue. Do not use quotation marks. Like this: My mother sat on the couch so I could see my new sister more easily, and I wondered why she was so little and if she would ever get as big as me.
Do not place a comma after "I wondered" when you introduce the thought.
Alternatively, you might write: My mother sat on the couch so I could see my new sister more easily. She was so little, I wondered if she would ever get as big as me.
Notice you still do not place a comma after "I wondered."