"That" is another word that can often be trimmed.
She thought that she wanted a cookie
She thought she wanted a cookie
And (taa daa)
She wanted a cookie.
But maybe the thought is important, because there can be a difference between thinking you want something and really wanting it. Like, say your protagonist is on a diet, and she's trying to convince herself she only "thinks" she wants a cookie.
But then, we also could have fun describing the smell of baking cookies and showing how they make her mouth water and stomach rumble. How her competing desires to eat cookies and eat healthy will come into conflict and create tension. This would lengthen the passage again, but it might possibly make the writing more evocative. Depending, of course, on the writer's purpose in communicating the character's desire for a cookie.
And now I want a cookie. I think.