Another think coming is the original form of the colloquial phrase aimed at someone who has a mistaken view. It comes from the old comical expression, If that’s what you think, you’ve got another think coming.
Because think in the second part of the expression is (intentionally) ungrammatical, some people hear another thing coming and repeat it as such. Plus, another thing coming usually makes literal sense, so it’s now more common than another think coming.