Wouldn't it be more natural to say "know" instead of "think" in this context? Or is it also common to say "I didn't think" in this kind of situation?
They are both absolutely fine in this context! Both can be used without changing the meaning of the sentence. Ex: I didn't think the store would close so early. We came for nothing! = I didn't know the store would close so early. We came for nothing!
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