What private thoughts does Gregor have of Grete when he hears her playing the violin?

In The Metamorphosis, Gregor Samsa wakes up to find himself miraculously turned into a giant insect. His family is (understandably!) terrified and shocked, and the story explores the emotions that arise from this transformation and their reaction, ranging from anger to guilt to sheer isolation. In the scene you are asking about, the Samsas are sitting with three lodgers that are paying to stay in their home, something that they have to do since Gregor can no longer bring in any money for the family (because he is a giant insect, and people don't like when giant insects show up to work). His sister Grete, who he feels very positively towards due to her helping him after his metamorphosis, begins to play her violin while the lodgers listen. Gregor hears the violin playing and wants to experience it more, and sneaks out of his room to go listen.
The scene he sees disappoints and angers him. He notes that the lodgers seem unimpressed:

It now seemed really clear that, having assumed they were to hear a beautiful or entertaining violin recital, they were disappointed, and were allowing their peace and quiet to be disturbed only out of politeness.

Internally, Gregor feels it is unfair that these humans cannot appreciate the music that he, "an animal," finds beautiful.

Was he an animal that music so seized him? For him it was as if theway to the unknown nourishment he craved was revealing itself to him.

In this moment, Gregor is questioning the notion of humanity. Is he truly an animal if he is still able to appreciate the arts and love his family?
These are some of the thoughts he has about himself when he hears the music, but he has different thoughts of Grete, his sister. Because he thinks he is the only one who appreciates her, he wants to take her back to his room and have her never leave.

[He wants to] to indicate to her in this way that she might still come with her violin into his room, because here no one valued the recital as he wanted to value it. He did not wish to let her go from his room any more, at least not as long as he lived.

He then asserts that she would stay of her own will, and that he would tell her he would send her to the conservatory, and she would burst into emotion and he would kiss her. It starts to get a tiny bit uncomfortable here:

Gregor would lift himself up to her armpit and kiss her throat, which she, from the time she started going to work, had left exposed without a band or a collar.

Gregor takes an almost sexual tone in this fantasy about his sister, talking about kissing her exposed neck. Of course, it could just be a longing for a real, human connection, and what is more human than human flesh and human emotions?
Regardless, to summarize, his thoughts about his sister are that he wants to have her all to himself, he wants to appreciate her, and he wants her to fully appreciate and love him. If you need to read the scene for yourself to better understand, you can just search for the Metamorphosis PDF on Google and this scene appears near the end of the novella.