Mysister usually thinks in her own language first ,then she turns her words into English.

这里介词in是表示方式或手段,即用她自己的语言,这是介词in的用法之一,如:
He can tell the story in English.可是网上有人说是by ，说是by one‘s own不用by，by常用来表示手段，或用于交通工具方面，如：He goes to school by bus.