I find that it is easier to do "method writing" using first person POV rather than third person. It is easier to get into a character's head when it is the "I" being portrayed rather than the "he" or "she." Even when I write in third person, I try to think in first person and then translate the thought from first person to third. I was not able to do this type of translation until I did quite a bit of first person POV storytelling.
So, while it is important not to "cheat" in first person POV as suggested by Bets, it is also important to keep in mind that first person POV may be the answer if you need to learn how to get in your character's head.