The think aloud strategy is used to make explicit what good readers do to understand the text they are reading. The teacher can model the strategy to show how readers:
Students come to understand that reading is an active experience. They "see" what good readers do and apply it to their own reading process.
Wilhelm, Jeffrey. Improving Comprehension with Think-Aloud Strategies: Modeling What Good Readers Do. Scholastic (2001)
You can find out more about how to use the Think Aloud strategy at readwritethink.org