"Over" and "through" do not have the same meaning. If you put your hand "over" a table, you will hold your hand above the table. Your hand will not necessarily even touch the table.
You can't put your hand "through" the table without breaking it. Putting your hand through something means forcing it through and emerging out the other side.
Likewise with your thoughts. If you think something over, your mind is hovering above it, thinking about it but not necessarily coming to any conclusion.
If you think something through, you will analyze it and achieve understanding.
So you're not making much of a commitment if you decide to think something over. Thinking it through requires more effort. Same as what Adam said, really, just more words.