To change verbs into nouns, you add NO or KOTO to the plain forms of verbs, such as the dictionary form or the TA-form. Let me explain this, using the sentence in the skit that means "To be a Japanese ...
When you express your ideas, opinions or guesses, first you say what you think, then you say TO OMOIMASU (I think that, more literally, That is what I think). OMOIMASU is a verb that means (to ...