How can I add some type of bookmark to my document alerting me that I have an unfinished thought/paragraph that I need to work on?
It seems the bookmark icon is for adding another document which is not what I want to do.
I’d say inserting comments is what you’re looking for.
(Add: See Scrivener manual 18.3 “Linked Notation”)
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Could also do keyword unfinished and comment to highlight. Or make a collection called unfinished and right click on scene and use add to collection to build group of incomplete scenes
I do that by changing the document’s icon to 
(the thought bubble).
Documents > Change Icon then take your pick.
To mark a place in text that needs attention, I use inline annotation. It stands out well and enables me to write a note that tells me what the issue is. If I am just marking where I left off ( an edit-through, for example) an inline annotation of ‘***’ or.‘XXX’ does the trick for me.
Of course, neither of these marks the containing document in any way. If I need to flag the document as needing attention, I have an appropriately named and color-coded Label defined for this. Since I have Scriv set to gently tint the Binder icons with Label colors, I can see at a glance where I have such docs (or call on a smart collection to show me just those).
When I’m done for the day with unfinished thoughts that need work, I simply add the text "RESTARTHERE’ and maybe write something rough. I use the same text and if those words appear in a manuscript, then something undone. If during the next writing session I remember the unfinished thoughts, I do a project search for those words and … goes right there. Keeps it simple.
I too, like @gr, use inline annotations. If you choose to go this way, also note that you can choose to include or remove inline annotations in your compiled document. This is set through file>compile>settings>removed annotation check box.