That is an age-old question I don't think anyone will know for quite a long time to come. Still.
Can you also say "Я о жизни думал"?
I noticed in a previous question "об этом" went straight after "я", just checking if it can work for most cases.
Not a native, but I think "wonder" has a slightly different, more specific connotation of a subjunctive sort of thought (i.e., "could be" or "what if" rather than "how it is"), and думать is a more neutral sort of "thinking."
Of course, there's always the option to suggest it as an alternative and see if the crew accepts it.
Does "o" also translate to "of"? Can you say "I was thinking of life" or does it only translate to "about" in this sentence?
It's much more common to think of someone else's life or think of an event in the past, unless you've been totally negligent about your own life and you suddenly realize: omg I'm so screwed up, then you would use "I think of my life"
а не знаю что мне надо делать
Can надо be used in this sense, as if the speaker is confused about life and don't know what to do/what he should do?
I pretty much guess so, if I remember correctly. Rhere's only three cases for a past verb in russian: -л for masculine singular, -ла for feminine singular and -ли for plural of all genders.
Another question: In the audio, the "o" is pronounced un-stressed, i.e. like an "ah". Why is this? Shouldn't it be stressed and be pronounced like a proper "o", since it's the only syllable in the word "o"...? Just wondering...
In speech prepositions are usually pronounced as if they were a part of the next word. "О жизни" is pronounced as "ожизни" and "о" becomes unstressed.
The fast rule is: you normally use 'о' ('о жизни'), and when the next word starts by a vowel, you use 'об' ('об этом'). The long, more complete rule has details I don't remember right now.