When I wake up I usually think, LOUD! because my radio is set to wake me to music.
Sometimes, I think "NO!" and throw the cat off the bed (usually Clint) because what woke me was the sound of horkHorkHOrKHORK and I hate waking up to cat-barf in bed.
Going to sleep? Usually, the last thought going through my head is "Settle down, CAT," because one of the two is stomping around trying to achieve a superior position of domination over the other and I am the territory.
Sometimes, though, it's a quick checklist, "do I have my mouthpiece in, is the door locked, are the lights off, is the alarm set?"