I think that "ci", besides meaning "us", can also be used as a pronoun for something you are, in this case, thinking about. I think "Ci penso" means "I am thinking about it". Hopefully someone more fluent than I will confirm or deny for us. :)
"Ci" means "us", but it can also be used as a pronoun that stands for a previously mentioned phrase of the form "a ____". In this case it could have been a reply to a question like "Da quanto tempo pensi a quell'idea?"
It's technically correct. But it is likely that a speaker would use "a noi" instead to clear up the ambiguity between the two meanings of "ci". Especially since a phrase like "I think about it" is very common and "I think about us" is not.