Absolutely. Cats have a conscious just like many other animals do. However the degree to which their thoughts are expressed (to themselves) we may never know because... well we cant read cat minds. However they certainly think at least in terms of emotions "I am hungry, I am angry, I am afraid, I feel tired, etc" and desires "I want that fish, I dont want to have my belly rubbed." Obviously they arent expressing these thoughts in english or any language for that matter (as far as we know) but rather just a general understand of their own situation. There has been some research done to show that pets like cats and dogs can feel other more complex emotions as well such as jealousy or understanding that something was unfair. So while they might not be able to say to themselves "wow this guy is weird" they certainly feel the corresponding emotions within their subconscious and can think on how to react to it (which is basically what thought is) like confusion and fear. However no animal besides humans has ever asked a question. We have no idea if they ask questions internally (and we may never know) but from extending what we understand about other primates (gorillas and chimps) who are far more intelligent than cats, and who have still not asked an unprompted question despite being given the communication skills required to do so (sign language), cats dont possess the ability to ask the question "Wtf is this guy doing?" in any way that is beyond rhetorical. After all, you dont ask a rhetorical question because you want to know the answer. You ask it to express your confusion or state of feeling. So if we were to put a cats feeling into words (such as confusion) it might come out as something like "wtf is this guy doing" but those aren't the thoughts that are running through its mind.