Dont needs a de?

There are two ways to say "The girls I'm thinking about are great. (...about whom I am thinking...)":

Les filles auxquelles je pense sont géniales.
Les filles à qui je pense sont géniales.

The relative pronoun dont is incorrect in this case, because it is penser à qqn and not penser de qqn in this context. Penser de qqn means something else:

Qu'est-ce que tu penses de ce film? -- What do you think of this film?

I agree with Nicolle.  This explanation is very confusing to me.  In English, reconstructing her sentence, it would be "The girls OF whom I am thinking--" not "The girls TO whom I am thinking" which is the construction you're giving us.  So it seems "dont"  would be correct.  I know that it's not, but it makes no sense.

I agree with Nicolle.  This explanation is very confusing to me.  In English, reconstructing her sentence, it would be "The girls OF whom I am thinking--" not "The girls TO whom I am thinking" which is the construction you're giving us.  So it seems "dont"  would be correct.  I know that it's not, but it makes no sense.

It only makes no sense if you try to translate prepositions in a one-to-one correspondence between English and French. The preposition à simply doesn’t just mean “to”. How would you explain, e.g., un café au lait, or je suis à Paris?

Qu’est-ce que tu penses de ce livre? means “what do you think about this book” i. Terms of asking an opinion. 

When you are thinking of something or someone in the sense of having an opinion about it or them then the phrase is penser de; when you are thinking of something or someone in the sense that your thoughts are of or with them (but not that you are expressing or having an opinion of them) then the phrase is penser à.  In the latter situation, you can't make a direct translation from the English "of" to the French "de."  One way to think of (no pun intended here!) this in the English language sense is that for penser à you are directing your thoughts toward something or someone.  Hope this helps!