It is pretty simple: One is correct and one is wrong.
It is correct to use an:
Ich denke an dich.
Ich denke an meine Zukunft.
Denken itself does not allow an argument with über. You may be confusing this with the related verb nachdenken. Nachdenken takes an argument connected with über and only that.
Ich denke über dich nach.
Ich denke über meine Zukunft nach.
The meanings of the two are different. Über etwas/jemanden nachdenken means to reflect about something, to engage in rather complex thoughts, while an etwas/jemanden denken is more along the lines of to remember, to wish someone were here.
This may seem confusing as with so many things in languages that basically evolved to be that way without much design behind it. But it kind of makes sense. If you are thinking of somebody/something then you can imagine yourself placing your thoughts next to (an) that something. If you are reflecting about something, you can imagine your thoughts circling over that something much like vultures. But again, these images are completely arbitrary as any other set of images would be. Bottom line is: These prepositions are correct, others are not.