This chapter explores three types of thinking: literal or convergent, lateral or divergent, and linear versus parallel. It also explains the value and limitations of correlation versus causation; the importance of avoiding thinking errors; and forming stronger integrative thinking that facilitates creativity, innovation, and entrepreneurship. Thinking skills are critical to successful innovation. While what to think tends to take front and center when it comes to everyday news, activities, and instruction, how to think is the basis for effective idea generation, especially through effective decision making. Too often people limit their creativity, innovation, and new venture creation capabilities because their thinking skills are poorly developed, shallow, and archaic. The innovation and entrepreneurship mindsets require openness to ideas, yet people collectively have a tendency to view things one way and not see other things at all. They have to reduce the gravitational pull that draws their thinking in the wrong direction by enlarging their ability to see through the frosty windows.