"I do not think that this idea is worse."
Translation:Nie myślę, że ten pomysł jest gorszy.
But that would be more like "In my opinion this idea is worse" – 'think' translates to "myśleć" so "nie myślę[…]" is better here, given how much Duo tries to keep the translations literal.
Outside of Duo, these are synonyms so there is no problem with exchanging one for the other. ;-)