That's Russell's opinion, not a scientifically demonstrable fact.
"One effort at reply has it that introspection reveals more than what Russell allows—it reveals the subjective character of experience. On this view, there is more to the phenomenal story of being in pain than is expressed by saying that there is pain: in the former case, there is pain plus a point-of-view—a phenomenal surplus that's difficult to characterize except by adding that “I” am in pain, that the pain is mine. Importantly, my awareness of this subjective feature of experience does not depend on an awareness of the metaphysical nature of a thinking subject. If we take Descartes to be using ‘I’ to signify this subjective character, then he is not smuggling in something that's not already there: the “I”-ness of consciousness turns out to be (contra Russell) a primary datum of experience." [Source]
Saying "thoughts exist" makes no sense without an "I" to apprehend their existence. No "I", no thoughts. Sorry, Bertie!