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Yes! Change it! When I saw the title my first thought was, do whatever you want, as long as it works. Then I read the question...and...it doesn't work. It's very distracting. If you use it...
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#4: Attribution notice removed
Source: https://writers.stackexchange.com/a/40774 License name: CC BY-SA 3.0 License URL: https://creativecommons.org/licenses/by-sa/3.0/
#3: Attribution notice added
Source: https://writers.stackexchange.com/a/40774 License name: CC BY-SA 3.0 License URL: https://creativecommons.org/licenses/by-sa/3.0/
#2: Initial revision
**Yes! Change it!** When I saw the title my first thought was, do whatever you want, as long as it works. Then I read the question...and...it doesn't work. It's very distracting. If you use italics, you can take out the "he thought to himself" bits, which are generally clutter. Or you can do it in unmarked text in certain cases. Given that the internal thoughts are in first person and the narration is in third person, I would encourage you to use italics. No markup needs a bit more finesse.