Why do we think in our native language?

I do quite a bit of thinking on a day to day basis and I just realized that I ALWAYS think in English. I found this to be quite odd actually because I am always able to stop the words in my head half way through a thought, but I still know what that thought was. For instance, if I said to myself “I really want a peanut butter jelly sandwich” I can stop the translation of that thought at “I really want…” and still get a peanut butter jelly sandwich. So why then do I speak to myself in English?

Actually I am beginning to realize that at times it is a very inefficient way of thinking. Unless I need to tell someone what I am thinking, which would be the reason why I would translate my thought in the first place, it would be more efficient to stop translating my thoughts into English to myself, as I already know what the translation is going to say.

Any thoughts on this? Ideas on when to translate and when not to translate your thoughts? If it is inefficient, how can we go about making thought more efficient?