Oh yeah, you are correct, I didn't notice that I missed the "to"
The actually sample should be:
てっきり 雪が降ったと思った
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"I thought surely/for sure that it had snowed."
But the sentence doesn't indicate whether or not it had snowed.
I was told that this form of sentence carries negative meaning, like:
You thought of something, which actually didn't happen/not true.
Can anyone clarify this?