Title says it all, I really want to explore this relationship between language and thought.
Language and thought have a very happy marriage and as such the relationship shows up just about everywhere in linguistics.
Any good modern (or even somewhat old) linguistics textbook should have a chapter on psycholinguistics or sociolinguistics, which may be what you're looking for. For a more rigorous explanation of general linguistics, I read:
Contemporary Linguistics: An Introduction by William O'Grady (ISBN 0312555288)
- Chapter 11: Psycholinguistics: The Study of Language Processing
- Chapter 12: Brain and Language
- Chapter 13: Language in Social Contexts
MIT has used Contemporary Linguistics in the past for their introduction to linguistics courses. The writing is not dry, and is accessible to readers of all levels of experience.
Also worth checking to see if they have at your library:
- Linguistics for Dummies by Strang Burton, et. al (ISBN 1118091698)
There are some online textbooks you can check out, too, that will give you a broad introduction to these fields. I urge you to check your local library's eBook program and make use of their powerful search engines and databases.
If you're a university student, your opportunities are even better. In the past I've used:
- The Study of Language by George Yule, which you can actually read through Cambridge University via this link.
The books listed above will contain the same information generally accepted by most linguists, and serves as a good starting point.
For some interesting and specific topics that might be worth exploring between language and thought, you should look into...
- The Sapir–Whorf hypothesis; linguistic relativism and determinism
- Language acquisition and comprehension
- Multisensory Speech Perception
- The McGurk effect
It is also worth exploring the history of the field of linguistics itself, since it can give insight into how views on language and thought have evolved over time through study and debate, especially with regards to linguistic relativism and determinism.
By your question you are definitely addressing the field of Cognitive Linguistics. If you are not acquainted with this field, I would recommend George Lakoff's work, especially "Women, fire and dangerous things" and (together with Mark Johnson) "Metaphors we live by". Both books are easily understandable to laymen. If you are already familiar with this area, instead, you should read Langacker's "Foundations of cognitive grammar", which provides very fine-grained insights, although it not always easily understandable even to experts.