FWIW, I did two Google searches on these phrases ("thing" versus "think"). The first match on both searches consisted entirely of the following:
Here's a case in which eagerness to avoid error leads to error. The original expression is the last part of a deliberately ungrammatical joke: "If that's what you think, you've got another think coming."
So "think" is original, but "thing" is grammatical. Choose appropriately.