I think I should + (verb)

Here you are telling someone that you feel strongly about doing a particular action. Here are some examples:

"I think I should practice my reading."
"I think I should join a study group."
"I think I should handle this as soon as possible."
"I think I should earn my degree."
"I think I should explain myself."

By adding the word 'don't' you have changed what you are conveying from something you are thinking of doing, to something you are against.

Here are some examples:

"I do not think I should complain so much."
"I do not think I should attend that event."
"I do not think I should borrow more money."
"I do not think I should doubt you."
"I do not think I should decide until later."