I actually don't like the question. It's not clear if it's your choice to go to the theatre or if it's based off external circumstances (for example, getting tickets). And the fact it says a "similar meaning" opens the door for more ambiguity.
If you're still undecided whether to go or not, "wondering" is not the word I (nor most people) would use:
If it's not your choice, then I (as a native English speaker) would probably use something like "I'm wondering if I'm going to the theatre tonight".
Your answer is close to my answer, but you use the word "whether", which should be used when you're explicitly outlining at least two choices. It would be correct to say "I am wondering whether to go to the theatre or not tonight".
That being said, the biggest problem with the "correct" answer is it implies I was wondering... but not anymore. In the original, you still don't know if you're going or not.
The "wondering about going" part isn't technically wrong. Here is some random college website that uses the phrase.