Take courses in philosophy and mathematics/statistics. I think it's important to engage in discussions with peers so just reading books at home won't be of much use unless you already have some basic training.
But you'd have to define what "thinking better" means to you. Do you also want to act in a more rational way?
Maybe a little too late, but yes, I want to think more rational.
What kind of disciplines or subjects do you recommend in those fields? I'm a ongoing undergrad in Computer Engineering, and I have a little bit of background in Math, it is not so great, but is solid. But philosophy is something I'm a enthusiast but do not have any solid knowledge.
But you'd have to define what "thinking better" means to you. Do you also want to act in a more rational way?