12 years ago, at the age of 24 I moved to the UK (after being born and living in Russia until I was 21, and then spending 3 years in Germany - in English-centric environment though) and my language journey to English has started. Quite consciously I have decided to try to fully integrate and not get stuck in a diaspora (the impetus for my move was to experience British culture first-hand and not anything money or family related).
The mental conversion to English went in the order of: reading -> fast reading -> general speech -> fast speech -> counting in normal circumstances -> dreams -> sex -> swearing under pressure -> counting under pressure (gym reps)
Nowadays I almost exclusively think in English, except for when I talk to my parents for extended periods of time or start thinking of something in my childhood back in USSR. Funny enough, I do not switch to Russian if I'm reading text in Russian, or hear shorter quips of Russian in the street.
My English is fairly good, and it took on all the characteristics of my older Russian - I tend to use a lot of archaic words and somewhat obscure expressions (the type you'd find in 19th century literature). I'm rather bookish, always was ;-)
Most of the things I learned after the move, I can only talk about in English. I just don't have the relevant domain knowledge in Russian (for programming, general IT, pop culture, travelling, finance, love, sex, etc). In fact some subjects like sex or love are a complete no-go in Russian, as relevant Russian terminology makes it sound extremely rude and unpleasant to me (probably because I'm gay and while in Russia I had to completely repress that part of myself).
Remaining language annoyances after all these years: 1. My accent is still thick, and it would appear there's nothing I can do about it. My best attempts at disguising it make me sound somewhat Portuguese, but generally most people guess that I'm from somewhere in Eastern Europea. 2. I get to understand just how crap Russian language of villains in American movies is. Atomic Blonde, I'm looking at you! I mean, they shot that movie in the EU, which has millions of native Russian speakers - could they not get some extras from the Baltics?? 3. Living in London, I get to understand all the crap Russian tourists say about the city and its inhabitants. It is an annoyingly common occurrence to hear them commenting about all the faggots, whores, etc... lovely people they all are.