Yes, I giggle at that too. Bare with me - or, let's get naked together!

This article defines the think/thing definition well - Think or Thing

The OED defines the phrase “to have another think coming”, a little flatly, as “to be greatly mistaken”. It only works in tandem with the phrase “if he thinks that ...” or similar. The earliest example the OED gives is from an American newspaper, the Syracuse Standard, in 1898:

“Conroy lives in Troy and thinks he is a coming fighter. This gentleman has another think coming.”