do you need the "a"?
Yes. It's a necessary preposition in this case.
I was told "What are you thinking?" is wrong, that I missed a word. I don't think so, but without more context it is hard to say.
and still agreed second time round!
Proper English would dictate that "What are you thinking" is correct since you're not supposed to end a sentence with a preposition. It's really pedantic, but I'd report it.
It is incorrect because of the "A cosa". Pensare a = to think about.
"About what are you thinking" is correct?
It seems awkward (spoken at least) to say about at the beginning rather than the end, but grammatically it is correct
It's perfectly OK to use a preposition to end a sentence with.;-)
The word "about" seems like it is understood to me. And I had also learned the preposition rule, and have been stuck many times trying to "fix" a sentence.
When you put your phone in italian and use facebook it uses this exact phrase in the status field. That is so cool.
why do you need the "a"
Because "pensare a" is "to think about".
It soinda like "ha" instead of "A"...its the exact same sound
These variable Italian prepositions are difficult. I would immediately think this would translate as "To what are you thinking" as opposed to "OF what are you thinking," and I wonder why the Italian sentence shouldn't read "Di cosa stai pensando?"
It sounds like she is saying spie instead of stai.
why is the "A"needed
See answer from malcomissimo above.