What is a good adjective for something I do a lot?
Solution 1:
You could say that you are an inveterate thinker:
inveterate |1nˈvɛdərət| adjective [ attrib. ] having a particular habit, activity, or interest that is long-established and unlikely to change : he was an inveterate gambler.
• (of a feeling or habit) long-established and unlikely to change.
NOAD
Note: this adjective is quite often used in relation to a bad habit, so there may be a better, more positive term—maybe just habitual.
Solution 2:
Perhaps a "dedicated" thinker, footballer, etc.