My story consists of a character that thinks a lot. The main idea is actually in his thought. How do I bring it out? The point of view is in third person, and it changes with every chapter.
As @MichaelKjörling says, it depends a lot on the POV you are writing in. You should edit your question to add this crucial detail.
If you are writing in first, your character’s thoughts come out naturally in the telling of the story. THE END OF THE AFFAIR by Graham Greene is a fantastic book to read as a first-person novel where the protagonist spends pages of time deep in thought. Because he is telling the story, there is no reason to format these thoughts, they just spill onto the page as exposition:
For why should I have spoken to him? If hate is not too large a term to use in relation to any human being, I hated Henry - I hated his wife Sarah too. And he, I suppose, came soon after the events of that evening to hate me: as he surely at times must have hated his wife and that other, in whom in those days we were lucky enough not to believe.
HALF BAD by Sally Green is another beautiful example of first-person POV where the protagonist’s thoughts tell the story:
Waking up to sky and air is okay. Waking up to the cage and the shackles is what it is. You can't let the cage get to you. The shackles rub but healing is quick and easy, so what's to mind?
The cage is loads better now that the sheepskins are in. Even when they're damp they're warm. The tarpaulin over the north end was a big improvement too. There's shelter from the worst of the wind and rain. And a bit of shade if it's hot and sunny. Joke! You've got to keep your sense of humor.
You can express thoughts within dialogue by using different speech marks. Virginia Woolf does this in THE WAVES:
'I was running,' said Jinny, 'after breakfast. I saw leaves moving in a hole in the hedge. I thought "That is a bird on its nest." I parted them and looked; but there was no bird on a nest.’
In A STRANGE NEW WORLD, Nathan Lapointe mixes it up a bit in third person, spilling thoughts of characters out in different ways:
“Goodnight Keira,” he said, quickly falling asleep. She lay awake for a long time that night, her mind swirling with the day’s events. She had spent most of the day fishing, which was boring and not something she was good at. It was peaceful though, which had been shattered when Eric and Ryan told them about the horrible creature in the swamp. ‘There’s no way Clark could have survived that,’ she thought, and then idly wondered why it hadn’t attacked them sooner.
She thinks fishing is boring, but Lapointe bleeds that thought into the rest of the exposition. He then uses different speech marks to convey a direct thought. And then uses a thought tag, as she idly wonders about something else.
In THE BLADE ITSELF, Joe Abercrombie writes in third person and expresses thoughts in italics:
Why do I do this? Inquisitor Glokta asked himself for the thousandth time as he limped down the corridor. The walls were rendered and whitewashed, though none too recently. There was a seedy feel to the place and a smell of damp.
James Joyce bleeds streams of consciousness directly into ULYSSES without distinguishing them as thoughts (he doesn’t need to):
Pineapple rock, lemon platt, butter scotch. A sugar-sticky girl shovelling scoopful of creams for a Christian brother. Some school treat. Bad for their tummies… His slow feet walked him riverward, reading.
Some strategies grate on people. I’m not a big fan of thought tags: ‘He thought.’ ‘I idly wonder to myself.’ I prefer ’stylistic contagion’ where the language and thoughts of the characters bleed into the narrative using their distinct voice to distinguish them, rather than speech marks or italics or tags.
If a huge portion of your book has to be spent in the mind of the character, I'd argue that first person would be easier for you. But there are so many ways to handle a character’s thoughts, as long as it’s clear, it’s really up to you. I’d suggest going back to a book you really loved and see how that author handled it.