object direct

You always must look at the sentence to determine the function of a word.
In this sentence "so" MAY be the DO and refers back to the context of the situation.

Example:

I think Mary is beautiful.
I don' think so.

Or it may function as an adverb answering "how."

Do you want chicken tonight?
I don't think so.

thank you Punkey. The problem is that l dont full y understand the examples of the chicken. Also, remember that adverb is not a function, its a types of word.

I hesitate to raise the issue of traditional versus recent views of grammar since most respondents on these threads don't have a clue that single sentence analysis is merely a vestige of teaching children Latin, or to 'educate them to speak and write correctly'.

Punkey is on the right track. You are misguided in thinking that specific words can always be traditionally categorized.

The answer in this case is that the question is irrelevant without evoking the other sentences in the discourse which would imply what the 'thinking' is about. If those were included then the 'so' would be a place marker for 'the object of thought', i.e a 'direct object' in traditional terms. The point is that the categories 'object', 'adverb' etc are functional within a discourse, irrespective of our tendency to attach them to particular words as though they existed as independent entities. Without the discourse the categorization of 'so' is arbitrary.