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What is the origin of the phrase "you've got another thing coming"? And — perhaps more importantly — is it more correct than the alternative "you've got another think coming"?

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Well, the phrase was older than I expected. NGrams reports the following matches for the phrases "got another thing coming" and "have another thing coming":

NGram image

Here is quote from 1906 (I think. I am still learning how Google Books works.):

But if we did, then we have another thing coming, for this is the cry-baby talk I find in this morning's (Dec. 16) editorial

As for your other question, "you've got another think coming" wasn't an established idiom as far as I was aware, but the NGrams results shocked me:

NGrams results

The usage and meaning seem identical to "thing" but I find it odd that I don't recall ever seeing it in print. Looking to phrases.org.uk:

'Another thing coming' is just a mispronunciation of the original phrase. The source of this mistake is probably the duplicated 'k' sounds of 'think' and 'coming'.

Most of the other sites I checked said similar things. Namely, "think" is the correct version and "thing" is the malformation. The origin appears to revolve around someone thinking one thing but an apparent correct will be coming shortly: They will need to rethink their previous thought (and ideally arrive at the correct position this time.)

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Huh, whodathunk that? – NateMPLS May 7 '11 at 4:46
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"With what confusion thinking's fraught!/ I sometimes think I'll think no more./For when I spend much time in thought/ I unthink things I thought before." – TimLymington May 29 '11 at 21:59
Plotting all 4 combinations of have/got and thing/think together shows some interesting trends around the origin of the phrase. The rise of the "think" variants coincides with the decline of the original spike of "have another thing coming". books.google.com/ngrams/… – Simon May 24 '12 at 17:36
This answer is misleading. I've just checked Google Books entries for "have another thing coming" - the earliest one for the sense under discussion here is this from 1970. That's more than a century after the original (and far more common) think version was first recorded. That original is a well-established idiomatic usage; the new "variant" is both misguided and relatively uncommon. – FumbleFingers May 25 '12 at 21:38
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Before reading this question, I don't think I'd ever come across "you've got another thing coming". I'm convinced by what Paul Brians says in Common Errors in English Usage: The Book (2nd Edition, November, 2008)...

The original expression is the last part of a deliberately ungrammatical joke: “If that’s what you think, you’ve got another think coming.”

Here's an instance from Punch, 1853, showing it's been around a long time...

If anyone thought he was going to drive him from Cavendish Square to Waterloo for five and threepence he'd have another think coming,

EDIT: As noted in @Barrie's comment below, the noun usage of a think to mean an act of thinking has long been commonplace ("I'll have a think about that" is perfectly normal).

But in OP's context a think means what someone thinks, which is a non-standard usage. For example, we say "My thinking is we should go", not "My think is we should go". That's why as Paul Brians says in the above link, a few people in recent decades have tried to "correct" the deliberately quirky/non-standard original - but imho they've got another think coming.

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The OED has a 1834 citation illustrating ‘think’ as a noun: ‘We lie lown yonder . . and have time for our ain think.’ There it means ‘An act of (continued or concerted) thinking.’ A year later, it’s first recorded as meaning ‘What someone thinks about a matter; a personal opinion’: ‘My own private think is that he will execute another voluntary.’ – Barrie England May 24 '12 at 17:51

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