Those of us who have gone along the foreign language route seem to find that it takes a short but definite time-lag within the brain when 'switching out' the foreign-language and 'switching-in' the native-language. And then the same thing happens with the reverse, you have to 'switch-out' the native-language, and 'switch-in' the foreign-language. Consequently, by continuing to use the native-language, you never get out of the habit of thinking in your native-language.
On the other hand, when never having to 'switch-in' the native-language during immersion, the brain gets much more acclimated to the foreign-language and after a few days to a week, some thinking in the foreign-language occurs. The down-side to this is that you feel a bit like you're living in a bubble, because you don't get to speak freely (easily) to anyone else while you're in immersion, and it just feels so relieving when you finally get to speak to someone else in your native-language.
Good Luck. And if you go travelling to places where that foreign-language is spoken, try not to go with a spouse or friend that only speaks your native-language. They will prevent you from learning the other one.