In English, we tend to use that much less than in other languages — especially after verbs of speaking, thinking, perception, etc.. Although it's never incorrect to use that, sometimes it just sounds more "English" to leave it off.
For example, in this blog, we have the following phrases where I omitted that:
I think that the only thing we consider nerdier than a birdwatcher, is a butterfly collector.
When he told me that he was a birdwatcher, I'll admit that I kind of chuckled to myself.
I knew that there were big white birds with long, skinny necks.
So, I decided that it'd be fun to catalog as many of them as I could with my phone.
However, note that I used that after admit and taught, even though I could've left it off here, too. Sometimes that extra syllable helps to balance out the rhythm — especially in somewhat complex sentences.
I'll admit that I kind of chuckled to myself.
But more importantly, it's taught me that if we're open to new experiences, we can learn something new from almost everyone we meet.