In casual English, we sometimes put thoughts into quotes like this:

I thought, "What am I doing here? I should leave."

The sentences inside of the quotation marks are a representation of your thoughts. You can also turn emotions into a quote like this:

I sometimes feel like, "Why me? What did I do to deserve this?"

You can also ask other people about their feelings:

Don't you sometimes feel like "Whoa, I can't believe I actually live here"?