I am going to intepret this post as asking how a character's thoughts help to define him/her in a work of fiction.
The most common way for an author to provide access to a character's thoughts is to use "direct narration" or first person narrative perspective. When using first person point of view, a writer creates a character through his/her internal dialogue. This often includes feelings but in many cases focuses on a character's thoughts.
Some examples of well-known characters developed with first person perspective might include Holden Caulfield from Catcher in the Rye.
Posing the question "What are some other examples of memorable characters developed through the first person narrative perspective?" we're bound to get some good answers...