I think the certainty of both statements is the same. For instance, "I thought I just saw a naked girl run into the bathroom." (I'm in disbelief that that would actually happen, so I doubt that I actually did see it). Then my friend says "you DID just see a naked girl run into the bathroom." Me: "I thought so...." Is everyone sufficiently confused now?
Those are both in past tense though, describing a past feeling, and they're describing the SAME feeling, so of course they express the same amount of certainty.
"I thought I just saw a naked girl run into the bathroom." Wouldn't you use "I think..." in this case, too? Unless your friend said "What's wrong?" or something, you would use present tense if you were suddenly bringing it up. Which is what I'm talking about:
And I worded my last post poorly. How it COULD be read:
P1: So you didn't really see a car?
P2: I think I saw a car. (implies that you still at this point in time believe you saw a car but you could be wrong.) 車を見たと思う。
P1: So you didn't really see a car?
P2: Well, I thought I saw a car... (can imply: but I actually didn't see a car) 車を見たと思った。
P1: Are you sure it was a -car- that you saw?
P2: I thought it was a car. 私が見たものが車だと思った。
Which is just one of the differences which caused confusion earlier with my language exchange partners.
P1: Are you sure you saw a car? It looks more like a ( ) to me.
P2: Well, I thought I saw a car... (at the time, but now I know it was actually a ( )). それを車と見間違えた。
Etc. 車を見たと思った is the correct way to say "I thought I saw a car" but because we had no context it caused... confusion. ._.