Bruno, to think in English is not easy, really. It comes with time.
Even Brazilian and people of others countries when go abroad, America or the United Kingdom, to mention a few, have to adjust themselves. Nobody is a computer, that´s why the TOEFL has to be "renewed" every two years. People quickly stick to the culture and language in wich they are in. In this way, my children talked the Portuguese accent of northeast when the were there (instinctively, you know, all his buddies talked that way), and now they switched back to the accent of Rio, but they know the accent of the southeastern region, because I have friends of there...
When the JMJ Venezuelan visitors were here, they used some Spanish (bits and pieces, not much.), so it comes with the necessity.
Sometimes we kinda have to force that necessity, by learning some language and when it comes the opportunity to use it, we are not rusty.
Anyway, it´s normal that we think in Portuguese, we are immersed in it.