Translation:What do you think about the boy you are looking at?
nějž is a relative pronoun, the form of jenž, which is a formal alternative for který.
It is indeed the accusative case (na nějž) and both nejž and něhož are possible for masculine animate https://prirucka.ujc.cas.cz/?id=jen%C5%BE
For masculine INanimate you only have accusative nějž https://prirucka.ujc.cas.cz/?id=jen%C5%BE_1&ref=jen%C5%BE
All genders can be compared at https://en.wiktionary.org/wiki/jen%C5%BE#Declension
"myslet si něco o někom" is just "to think something about someone", nothing else implied.
a romantic interest is implied by "myslet si na někoho" but it leaves no room for another object, so it can't be combined with "co" or "něco", and thus "(X) Co si myslíš na chlapce" means nothing, syntax error.
I'm honestly not sure what meaning I should ascribe to "What are you thinking about [object]?" if any. If it does make any sense, it would still be "Co si myslíš o [locative]?"
Without the other object after "about", it certainly works and it's more about the thinking process, so "What are you thining about?" translates as "O čem přemýšlíš?" if it's about the pondering, or to "Na co myslíš?" if it's more about "What's on your mind?"
By option I mean if I use "of" it's deemed wrong. Also, "of" never appears as a word to choose when sentence-building.
Another thing that bugs me is the use of eg "write me" instead of "write to me". I know this is a US based site, but they should recognise UK usage too in the sentence-building exercises!! Sorry about the rant!
Using "of" (instead of "about") is definitely accepted here in this exercise -- it your answer gets rejected, you can send a report and then we can take a look at what you entered.
However, "of" doesn't appear as a word to choose from, because only words that the main translation contains will appear as words to choose from, plus some random (decoy) words (then "of" might appear randomly). You're free, of course, to use it if you enter the answer manually.
We do our best to accommodate British/UK users. If you think that a British English variant is missing from a translation, you can send a report and/or write that in the discussion under that exercise.