According to Baruch Spinoza, we think because thinking is a tool nature gave us. Just as early humans picked up rocks and used them as tools, ideas are the tools of the brain which give us our understanding of the world. Ideas are the building blocks of thinking.
But what are ideas? Philosophers since Plato have taken great flights of fancy with this concept and built castles in the sky. Spinoza brought the concept of ideas down to the ground and even to the elementary particles whose whirl makes this ground hold us up. Spinoza defined ideas as innate knowledge of things that exist.