Verified answer

A quali città pensi? = What/which cities are you thinking about/of? / What/which cities do you think about/of?

Quali = what/which

A = in this case it stands for "about/of". Prepositions always go at the beginning of the sentence in Italian. For example:

DA dove vieni? = where are you FROM? (da = from).

A quali città pensi translated to english = In which cities do you think.

Which cities do you think? Where did you get the word from? Doesn't make any sense though. :l