If the text is first person narration, ALL that's written are his or her thoughts so you probably don't need to italicize. Even in a close 3rd person, thoughts and feelings belong to the narrator, so you don't have to emphasize it by italicizing blah, blah, blah, he thought. Ex. Narrator spies a jar. Cookies! It's clear that's his POV and he's thinking it. But as Deb says, above all, be consistent in your usage and the publisher will use their house style.