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Creature thought bubbles appear above a creature's head, informing you what (s)he is doing or how they are feeling. The mood bubbles appear in Dungeon Keeper.

Bubble Meaning
The creature is in a Barracks grouping with other creatures. Its leader is supposedly denoted by a crown above its head.
The creature is in, or going to, combat.
The creature is being influenced by a Call to Arms spell and is on its way to the flag.
The creature is fleeing from an enemy.
The creature is on a Guard Post, patrolling for enemies.
The creature is attempting to find its Lair or construct a new one.
The creature is hungry; it needs some Chickens from the Hatchery to consume.
The creature is angry, and, unless placated, may soon carry out an anger job, such as leaving your dungeon.
The creature is imprisoned.
The creature is praying in a Temple. (original game)
The creature has gone psycho. (KeeperFX)
The creature is praying in a Temple. (KeeperFX)
The creature is researching in a Library.
The creature is either in a Scavenger Room searching for other creatures to tempt to your side, or it is being influenced by an enemy scavenging for them.
The creature is being influenced by an enemy scavenging for them. (KeeperFX)
The creature is tired and is heading back to its Lair for some sleep.

The creature is carrying out an anger job.
Usually, a creature is also angry whilst doing an anger job, and so the bubble will cycle between this and the Angry bubble, though a Horned Reaper will continue to carry out its anger job even if he's happy again.
The creature is in a Torture Chamber being tortured.
The creature is in or heading to a Training Room and is or will be training.
It is Payday, and the creature is going to collect its wage from a Treasure Room.
The creature is in or heading to a Workshop and is or will be manufacturing doors and/or traps.