The word that best completes the sentence is the following one:
Pensive.
I was feeling very <u>pensive</u>, so I did not want anyone to interrupt my thoughts.
Explanation:
It means the speaker was engaged in serious thought, also deep and somber. Therefore, the word that best completes the sentence is "pensive", since feeling that way is a good reason to say you do not want anyone to interrupt your thoughts. They are not any thoughts; they are rather serious and likely deal with relevant stuff.
