"The boy was looking out of the window and thinking about something."
Translation:Мальчик смотрел в окно и о чём-то думал.
It should be accepted too. I don't think there's any noticeable change in meaning.
В окно could be reserved for "looking at the window" (because there's something interesting about it).
I think that this is because смотреть в окно is a fixed expression that illustrates a way in which the Russian viewpoint is unique. What we think of as "looking out of a window" is to Russians "looking into a window." It makes sense for Duolingo to preserve this distinction.
If you are sure that the boy is thinking about something then it should be "чём-то". You would use "-нибудь" if it is just hypothetical.
"Мальчик смотрел в окно и думал о чём-то" - это правильный ответ, он должен приниматься или я не прав?