The particle "si" is the dative form of "se". You can think of "myslím si" as meaning "I think to myself". But "myslet si" is more common in Czech than "think to oneself" is in English.
I typed, "I do not often know what to think," as answer, but it was counted as incorrect. Wouldn't this be acceptable also?
As an English speaker, that sounds more natural. "Often I do not know .." sounds okay to