Add the following PHP code to your child theme functions.php file.

/**
 * Show product thumbnail on checkout page.
 *
 * @see {templates|woocommerce}/checkout/review-order.php
 */
add_filter( 'woocommerce_cart_item_name', 'jfs_checkout_show_product_thumbnail', 10, 2 );
function jfs_checkout_show_product_thumbnail( $name, $cart_item ) {
    if ( ! is_checkout() ) return $name;
    $thumbnail = '<span class="product-name__thumbnail" style="float: left; margin-right: 15px; border:1px solid #bcbcbc;">' . get_the_post_thumbnail( $cart_item['product_id'], array( 60, 120 ) ) . '</span>';
    return $thumbnail . '<span class="product-name__text">' . $name . '</span>';
}