В предложении с прямой речью "I think I'll go to bed early today," said Sophie, необходимо изменить глагол 'think' на прошедшее время (past simple) и 'I'll go' на 'would go'. Также 'today' нужно заменить на 'that day'.
Ответ:
Sophie said that she thought she would go to bed early that day.