Actually, there’s one exception to “not thinking in Russian” — sometimes proverbs, catchy sayings, or song lyrics will pop into my head in Russian even when there’s a perfectly good equivalent in English. Like Volkov bojat’sja, v les ne khodit’. (“If you’re afraid of wolves, don’t go into the woods”). Means the same thing as “If you can’t stand the heat, stay out of the kitchen,” but it has a certain added жэ ни сэй куа, as the French would say, so occasionally it’ll bubble up from memory before the English version.
And, also, “house slippers” will forever be tapochki for me, probably because I was scolded so many times by Russians for forgetting to remove my street shoes. But these sorts of “thinking in Russian first” moments are rare exceptions.