You can do better than the thump test
Try as you might, it's impossible to tell what the inside of a watermelon looks like without cutting into it. That's why trying to choose a ripe watermelon out of the tottering pile at the market can feel like such a crapshoot—but it doesn't have to be. It might not be perfectly scientific, but if you want to learn how to pick a good watermelon every time, there are a few ways ways to tell if a watermelon is ripe, starting with the melon's shape. As Kim Severson writes in the New York Times, you want a watermelon that's uniform in shape with a dull, matte sheen. "Odd bumps and curves can mean it was grown with irregular runs of water or sun," which doesn't bode well for its quality.
Some folks swear by the so-called watermelon thump test, knocking on the rind of the melon to hear what sound it makes. And though it's an imperfect way to pick a ripe watermelon, especially on its own, there is some logic to it. You're basically trying to judge the water content of the fruit, and if it sounds hollow when you tap your fingers, it's good to go. A dull sound, or a deep thud, means the fruit hasn't reached its prime yet and isn't ripe enough. This test really only works if you have experience, though, and fortunately, there is a more objective way to determine if a watermelon is ripe or not.
The real tell-tale sign of a ripe watermelon, no thumping required, is "a creamy yellow spot from where it sat on the ground and ripened in the sun" on the underside of the melon. That's according to the experts at the National Watermelon Promotion Board. This yellow splotch also known as the field spot, and though it looks like a spot where a watermelon might've gone bad, as Harold McGee explains in On Food and Cooking: The Science and Lore of the Kitchen, the "yellow skin undertones indicative of chlorophyll loss and thus ripeness." You also want to make sure there's no stem on your watermelon; that indicates the watermelon was picked too early and didn't have a chance to fall off the vine.
So pick a watermelon that's uniform in shape, dull in sheen yet smooth in texture, prominently features a yellow spot, and stop worrying about trying to listen for the hollow thump of a melon in a loud, large supermarket.