Some of the smartest people I know don't actively seek out to improve their thinking skills. Its simply a by-product of thinking more about anything and everything. When it comes to thinking, depth first is the way to go. Start asking questions about everything you see (why is Louis Vuitton always on the first floor in a shopping mall? If I spilled my drink, how long does it take before it gets cleaned up?)
Perhaps the best way to improve abstract thinking skills is to increase your mental endurance and start thinking about things more. Eventually, you are going to start connecting things and the abstraction will start to happen.
Also, perhaps increasing your creativity might also help. Every morning I shuffle a deck of cards and I memorize the order (timed. I started this year at 15 mins, now it takes about 1min 30s). To memorize a deck of cards, you must create a story out of your ass and it helps with your creativity.