What do you call a story that expresses your thoughts only?

It's subjective writing. The other is objective writing, which contains only facts. A subjective piece of writing would express your thoughts on a certain topic, along with facts about the topic. For example, a student might write subjective paper for school about why they dislike homework. Subjective and objective writing aren't used to tell a story, they are used to express opinions or show facts.

A diary?

The book of thoughts
......................................
perhaps your talking about a Diary

Dark Diary...

First Person

If it was from your point of you, like when it uses I and me, its called first person. If it's not from your point of you, like when it uses he or she or they, its called third person. You are probably using third person limited, in which only one characters thoughts are being displayed. Or a diary, in which you are recording your thoughts down. Hope I helped you!

There is a form of writing called stream of consciousness which is basically writing your thoughts free form.

a journal of a diary

its called an expoisiontion sorry i cant spell though