What thoughts does Winnie express to the toad?

Winnie expresses her own personal thoughts and desires to the toad.  She basically uses the toad in two ways.  First, the toad is a bit of a confessional.  She admits her secret desires to it.  

"See?" said Winnie to the toad. "That's just what I mean. It's like that every minute. If I had a sister or a brother, there'd be someone else for them to watch. But, as it is, there's only me. I'm tired of being looked at all the time. I want to be by myself for a change."

Winnie is an only child, and her family is a good example of a "hovering" family.  Winnie cannot do anything without her family's approval or general supervision.  She yearns for some space and freedom.  That is what the above quote shows.  She tells the toad these thoughts instead of telling her family. 
The second way that Winnie generally talks to the toad is that she uses the toad as a sounding board for new ideas.  

"I'll never be able to do anything important if I stay in here like this. I expect I'd better run away." She paused and peered anxiously at the toad to see how it would receive this staggering idea, but it showed no signs of interest. "You think I wouldn't dare, don't you?" she said accusingly. "I will, though. You'll see. Maybe even first thing in the morning, while everyone's still asleep."

Obviously, as the quote states, the toad is not capable of giving Winnie feedback on her ideas; however, the toad does not need to give feedback.  Winnie is simply stating some of her ideas out loud to give voice to them.  By saying certain things out loud, it makes them more real.  She is essentially "trying on" an idea in order to see how it feels.