Deaf people think in whatever language that they sign in. For example, those who use German Sign Language (Deutsche Gebärdensprache [DGS]) would think in Deutsch (German). Thinking does not require the ability to hear.
They mean their inner voice. I can "hear" my own thoughts because I have an inner voice. If a deaf person doesn't know what speaking sounds like, how would they have an inner voice at all?
Oh, well i still really do think that deaf people might think of the signs that they make with their hands. i agree that those who are deaf do not have an inner voice, but i guess that they would think of the signs that are made with their hands.