In close third person POV (also called third person limited) the story is told from the protagonist’s perspective but not in her direct words. “She entered the cafeteria, then froze. The place reeked of burnt Tater Tots and fryer grease. I’m so going to barf. She spun on her heel and left.” My italics make it clear that the brief change in the narrative is internal dialogue. Sure, readers could probably work that out because of the shift from “she” to “I”—but why make readers decipher anything when acceptable technical aid is available? YA fiction favors italics to make things easy on young readers. You’re more likely to find thought tags (“she thought”) in adult fiction, where italics are often considered visual distractions. Choose based on your style and your audience’s needs, but do choose something. Let readers focus on the story.