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It seems that the feminine form "la" is always used in this expression. Some examples from Reverso Context:

Sono felice che la pensi così.

Capisco perché la pensi così, ma ti sbagli.

Why is it that "lo" is never used in this expression? Is there a specific implied feminine noun that "la" is being used to refer to, or is there some other grammatical rule being used here? I'm also confused about why "ci" and "ne" aren't used, because normally it is "pensare a qualcosa / di fare qualcosa".

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    Not the same, but potentially useful: italian.stackexchange.com/questions/5248/… – DaG May 25 '19 at 21:47
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    I guess the implied name is “cosa” – egreg May 26 '19 at 6:35
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    Secondo l'articolo “I verbi procomplementari tra grammatica e lessicografia” di Andrea Viviani (pagina 280), "pensarla" è un verbo procomplementario attestato prima del 1565. – Charo May 26 '19 at 8:53
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    Secondo l'Enciclopedia Treccani: "Sono ‘falsi oggetti’ i pronomi lo, la, le, li, ne, che compaiono nei cosiddetti verbi procomplementari [...]. Il clitico che ricorre in tali verbi non ha funzione di rinvio anaforico (➔ anafora) rispetto a un sintagma nominale già menzionato [...]. In altri casi la referenza del clitico è divenuta opaca; il parlante non è più in grado di individuare l’entità extralinguistica cui ricondurre il clitico oggetto." – Charo May 26 '19 at 8:54
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The simple answer is that this is an idiomatic form, and that la penso/i/... così is a standard way to say, more or less, “this is my opinion”.

To go deeper, in situation like this, la can be considered a fixed falso oggetto (“mock object”, say), that is, a pronoun that doesn't necessarily refer to a specific object mentioned previously. This is usual with the verb pensare, as here, and with other ones, such as farcela (to make it, to cope), prenderle (being beaten), bersela (to believe something untrue), avercela (con) (to be cross (with somebody)), prendersela (to be pissed off). Such verbs are known as procomplementari.

For more info, see the article “oggetto” from Enciclopedia dell'Italiano Treccani (where the above examples come from) and the paper “I verbi procomplementari tra grammatica e lessicografia”, both in Italian.

As for ci and ne, they both can be used with pensare, but the meaning is different. Pensarci means “to think about it”, and generally it's well clear about what:

Ci penso giorno e notte

meaning “I think about it night and day” (about something already mentioned). It can also mean “to attend to it”:

– Serve un cacciavite.
– Ci penso io.

that is, “We need a screwdriver” “I'll take care of it”.

Ne, in general, means “of it, about it” and you can of course use it with pensare. For instance:

– Che mi dici di Mario?
– Ne penso un gran bene.

(that is, “What about Mario?” “I think highly of him”, but more literally, “I think very well of him”).

To close, notice that it's quite frequent to use some of these pronouns in a redundant way, that is, using both the pronoun and the thing/person the pronoun refers to. For instance, in the last example, you could ask Che ne pensi di Mario?

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"La penso cosi" means "This is how I see it" or "This is how I see the situation".

You use ci and ne for the more literal uses of pensare. (i.e. You use them when you want pensare to mean "to think".)

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