I'd argue with that connotation -- it seems to me it's more like: The person doing the thinking will soon be forced to re-think because what he thinks is gonna happen ain't gonna happen. It implies to me that the person doing the faulty thinking isn't likely to wise up until slapped in the face by reality. The "another think" is "coming" to smack some sense into him.
I'd say it's less of a warning and more of a prediction. There's almost an element of "you've got another think coming, and I can't wait to watch it get here and smack you around."
Actually, that's what I was trying to say above, Pam. Thanks for explaining it better!
