I'm learning German all by myself and I face here an inconsistency. I learnt I have to say
"Woran was denkst du?"
"An was denkst du?"
In the lesson (in french) they say it's not correct to use "an". So is it really the case or is it possible to use it (at least when speaking) as people in many different languages tend to speak their languge in a worse way except when they write?