Aristotle states that Thales believed that "the soul is mixed in with the whole universe" and that "all things are full of gods," which seem to imply a belief in Hylozoism. However, later in the same passage, Aristotle describes Thales' argument that "the soul is something productive of motion," and uses a magnet as an example. This point would seem to contradict Hylozoism, as not all things are "productive of motion," at least not in anyway noticeable to an ancient person.
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We have to rely mainly on Aristotle for our 'knowledge' of Thales' beliefs. Aristotle tells us (though under the proviso of labon isos - an admission of conjecture) that for Thales water is the primary substance of the world (Kirk, Raven, Schofield 89); that the world rests on water (Kirk, Raven, Schofield 86); that everything is full of gods (Kirk, Raven, Schofield 90: panta plere theon); and that the lodestone has a soul (Kirk, Raven, Schofield 91, 92). If we take hylozoism as the idea that everything in nature is animate - has some form of consciousness - then it might seem hard to see how Thales can resist classification as a hylozoist since if everything is full of gods, everything is full of beings, namely gods, who possess consciousness.
However, plere in the sense of 'full of' is not totally clear. It may not mean 'contains nothing but' but rather 'crammed or laden with'. In which case a natural object might be crammed or laden with conscious gods without itself being conscious.
Mauro is right: we do not really know what Thales held exactly. Aristotle, our principal source, is not a particularly reliable historian of philosophy.
Kirk, Raven & Schofield - G. S. Kirk; J. E. Raven; M. Schofield, The Presocratic Philosophers : A Critical History with a Selcetion of Texts, ISBN 10: 0521274559 / ISBN 13: 9780521274555 Published by Cambridge University Press, 1984. References in answer are to Thales fragment numbers.
D. R. Dicks, 'Thales', The Classical Quarterly , Nov., 1959, Vol. 9, No. 2 (Nov., 1959), pp. 294-309: 296.