The "word bank" does not contain the word "will". The correct answer above is provided to be "We will think about you.". You can change to the keyboard from the word bank to type this and it will be accepted. The word bank supports an alternate correct answer of "We are going to think about you". Duo needs to synch the "correct" answers with the word bank. They should also add a reporting option of "The provided correct answer is not supported by word bank".
Esche...I don't believe it is. It's perhaps more common in British English than AE. Report it.
DL pronunce is correct: penseremo but quickly spoken it seems the final part of the word disappeared
You is the indirect object. We will think of you, or we will think about you. The direct object is the thought itself.
"We will think you" does not mean anything in English (to add a second reason to CaraDePaulUK's comment).
NormanHarrison, Where there's a way, there's a will...and in Italian it's in the -emo ending. Future does not like English form with an auxiliary. It's expressed by the suffix.