No, it's definitely 'think', Laura. I know a lot of people - though I've only seen it with some North Americans - mis-hear it and write it as 'thing'. But if you consider the sentence as a whole, it makes
no sense at all. 'Another think coming' relates to the start of the statement: 'if you think that...'.
Just to show that I'm right and it isn't just a UK/US thing, see
here . The website is Paul Brians'
Common Errors in English site; Brians is professor of English at Washington State University.
Wendy