“Are you sure you've really thought this through?”
Your younger brother has told you that he's thinking of dropping out of college to start his own business. You think that it might be a bad idea, but you respect that it's his decision. You want to check to make sure he's really sure about his decision, so you ask this.
Are you sure you've really thought this through?
This phrase is used to check how committed someone is about something they've said. It can be used with a decision like in this example. It can also be used to check that someone is sure about a fact. For example, if the telephone isn't working, you might ask:
Are you sure the bill's been paid?
In written or formal English, "that" would be used before the clause:
Are you sure that you've thought this through?
For an even stronger way of asking "are you sure", use "are you certain..."
A: Are you sure that you want to go through with this?
B: Yes, I'm sure.
A: Are you certain?
This means to carefully think about each part of a plan and its consequences.
When you're using a preposition like "it", "this", or "that", you use the order "think ___ through", like in the example above.
When you're using a noun or a longer phrase, you use the order "think through ___":
You really need to think through your decision carefully.
Have you thought through the consequences of what you're doing?