I think e I don't think non vengono mai usati da soli, ma vengono sempre seguiti da so, come nell'esempio, o da una proposizione come nel caso di I think/I don't think he went to the concert.
The Befana is a kindly old witch who is supposed to fly around on a broomstick on the evening of 5 January with a sackful of presents that, the following morning, good children will find in stockings they've hung from the mantlepiece. Naughty children get coal instead of presents.