German/English Grammar (and other languages)

I have noticed something something when learning German.

In English, we say "I think he went to the mall."
In German, we say "Ich glaube, er ging in die Mall." Is this okay to say in German? I saw it in a textbook, once.

It seems like "I think" is a main clause, and "he went to the mall" is also a main clause.

Am I missing something, is there a subordinate conjunction that is left out? What connects these two into one sentence?

If one of them isn't acting as a main clause and as something else, what is it? I am thinking people familiar with languages would know about this. Is this only okay in English?

>>8
Thank you.

Also, for "I think that it's time to go" and "I believe she is 16 years old," Is "That" acceptable in those situations, even though it's a relative pronoun and it's not replacing anything in the previous clause?

Is there a better way to join the two clauses?