"You were thinking of me?"
pensare a (to think about something) but pensare di to think of doing something, or expressing an opinion about something
Sto pensando di andare in Riva (I am thinking of going to Riva)
Cosa pensi di questa maglietta? (What do you think of this t-shirt?) 
Tu stavi pensando a me (You were thinking about me)
 Proudfoot, Anna (2010-05-28). Essential Italian Grammar: Teach Yourself (Kindle Location 7611). Hachette Littlehampton. Kindle Edition.