The best book to learn mathematical thinking is a mathematics textbook. If you start with an introductory book on number theory or topology, you will automatically learn it.
If you are interested in the subject in general, then you could read a book about the history of mathematics. I can recommend Jean Dieudonné in this regard.
Also, I have written various articles that you can find online if you are interested in context, e.g., about
Fermat's last theorem. These are related to specific subjects and can be considered as appetizers to make you curious rather than textbooks.
If you are interested in cheap sources for studying the basics, you could find books on the server of
Rice University.
There are also single examples that can be recommended:
The first thing I thought of when reading your question was logic. However, I would avoid books on logic. They are highly technical. I have a book about set theory, which is very entertaining. It isn't meant to teach you set theory, but rather to demonstrate the oddities of set theory, like Hilbert's Hotel or space-filling curves. However, it isn't in English.
There are many ways to cultivate mathematical thinking. The question should be what you want to achieve and why. You see from my examples the wide range of it: entertaining, basics, history, context, or study.