Today’s glitch (better late than never):
Get rid of the comma after closed (yes, there are two verbs, lay and thought, but She is the only subject, so the sentence isn’t compound) and add a comma after cold. (Sterile describes place. Cold also describes place, not sterile. Thus, you need a comma between these adjectives.)
She lay in bed with her eyes closed and thought about a time before she came to be a prisoner in this cold, sterile place.