With the continuous advancement of Large Language Models (LLMs), intelligent agents are becoming increasingly vital. However, these agents often fail in environments governed by implicit rules--hidden constraints that cannot be observed directly and must be inferred through interaction. This causes agents to fall into repetitive trial-and-error loops, ultimately leading to task failure. To address this challenge, we propose Test-Time Exploration (TTExplore), a framework where a thinker component analyzes interaction history to infer these implicit rules and guide an actor. Effective exploration in this setting critically depends on the reasoning ability of the thinker. However, evaluating deep reasoning trajectories is inherently unstable and difficult, which poses a major obstacle to effective training. To overcome this issue, we introduce a novel and stable reinforcement learning pipeline. The core idea is to use accurate task-level scores as indirect rewards to bypass the difficulty of evaluating intermediate reasoning, and to retain only a single thinking node per trajectory to alleviate reward sparsity. Using this pipeline, we train a specialized 7B model, Exp-Thinker. Experiments on five text-based embodied tasks show that TTExplore equipped with Exp-Thinker improves baseline agent performance by an average of $14$-$19$ points, demonstrating the effectiveness of explicitly reasoning about implicit rules.