When writing a story do you put speech marks around the sentence when some one is thinking it?

No, you don't put speech marks around a sentence when someone is thinking it.

Here's why:

* Speech marks indicate spoken words. They are used to distinguish dialogue from the narrative.

* Thoughts are internal. They are not spoken aloud and therefore don't require speech marks.

Here are some ways to indicate thoughts in writing:

* Italics: *I can't believe this is happening,* she thought.

* Parentheses: (I can't believe this is happening), she thought.

* Internal monologue: She felt her heart pounding. *I can't believe this is happening,* she thought, *what am I going to do?*

The best method will depend on your personal style and the overall tone of your story.