The brain thinks in English because that's the language you use to communicate.
Conscious thought when translated into English in our heads just helps us keep track of thoughts easier and gives it more context. If humans communicated using only mathematical expressions, then the brain would think in mathematical expressions

Pretty crazy once you think about it, but also simple at the same time.
Concentrate on a problem, or pretend an answer doesn't exist for a simple occurance, and try to solve it without thinking in words. It's extremely difficult but it can be done.
This leads to many other complex questions such as in what form does cognitive thought exist in animals? You can see it when observing them, that they constantly make observations, predictions and decisions that require some amount of thought outside of basic instinct. But what form does it take in their mind? Or how does a mute human solve complex issues without internal speech functions?
Speech is nothing more than sound that can be interpreted inside the brain. Something we hold so dear, something so personal, is extremely impersonal when you think about it. Air from your lungs and muscles in your throat combine to make a series of unrelated sounds that travel through the air, enter the ear canal of other humans, and are deciphered in realtime. Sounds that, when isolated, have no significance whatsoever. But humans are so personal and intricate as a system - that any individual could easily pick the soundwaves formed by a loved one out of millions of other similar soundwaves.
A good example of this is listening to different African dialects. Your brain contains no primer with which to decipher the language, so to you it sounds like random noises and contractions. Just as English would probably sound to them.
Ah man, the human mind is just so frickin' amazingly complex when you think about it. And when you DO think about it, it's analyzing ITSELF!
A good book to read alongside the previously mentioned one is "Phantoms in the Brain" by V.S. Ramachandran.