Scientists like to act like a lot of things don't think. That they just have chemical reactions in their brains. Indeed some people want to think the same about people, which is a bit of recursion... people thinking about how people don't really think...
There are many aspects to thinking. I see bees show most of them. One would be memory. Most of us have experienced that. Huber showed that bees remembered finding honey somewhere months before and would look again in the same place even though it wasn't there anymore.
"Not only have the bees a very acute sense of smell, but to this advantage is added the recollection of sensations; here is an example. Honey had been placed in a window in autumn, bees came to it in multitudes; the honey was removed and the shutters closed during the winter; but when opened again, on return of spring, the bees came back, though no honey was there; doubtless they remembered that some had been there before; thus an interval of several months did not obliterate the impression received."--Huber's New Observations on Bees, Vol II, Chapter IX
Jean Jacques d'Ortous de Mairan pointed out that we can try to be "scientists" about the issue and forego a conclusion, but for most conversation it's easier to give up the concept that they don't think.
"Whether beasts think or not, it is positive that they conduct themselves in thousands of occasions as if they did think; the illusion in this matter, if it be an illusion, was well arranged for us. But without intending to touch upon this great question, and whatever be the cause let us for a moment surrender ourselves to appearances and use every day language."?Jean Jacques d'Ortous de Mairan, 18th century naturalist (from Huber's New Observations on Bees)
Huber has a section where he tries to fool the bees on comb building and they anticipate the outcome and change their direction.
"I put these bees under still greater trial: having observed that they try to build their combs, in the shortest way, toward the opposite side of the hive, I covered the latter with a panel of glass, in order to find whether they would be content with a surface which they do not usually trust, unless their cluster can hang in the close vicinity to a substance less slippery than glass. I know that they prefer fastening their combs to wood, and that they accept glass only when they have been deprived of any other substance to strengthen their constructions. I had no doubt however that they would fasten the comb to this pane, taking chances to later strengthen it by securing more stable attachments, but I was far from suspecting what they would do.
"As soon as the board was covered with this smooth slip-pery surface, they deviated from the straight line which they had hitherto followed, and continued their work by bending their comb at right angle so that the forward edge would reach one of the walls left uncovered.
"Varying this experiment in several ways, I saw the bees constantly change the direction of their combs whenever I approximated a surface too smooth to admit of their clustering at the ceiling or on the sides of the hive; They have always selected the direction which would bring them to the wooden sides; I thus compelled them to curve their combs in the strangest shapes by placing a pane at a certain distance in front of their edges.
"These results indicate an admirable instinct; they denote even more than instinct; for glass is not a substance against which bees may be warned by nature; there is nothing as polished as glass or resembling glass in their natural abodes, the interior of trees. The most singular part of their work was that they did not wait until they arrived at the surface of the glass to change the direction of the combs, they selected the suitable spot beforehand; did they anticipate the inconvenience that might result from any other mode of construction? The manner in which they made an angle in the comb was no less interesting; they necessarily had to alter the ordinary fashion of their work and dimensions of the cells; therefore those on the convex side were enlarged to two or three times the diameter of the others on the opposite face. Can we understand how so many insects occupied at once on both sides would concur in giving them the same curvature, from one end to the other; how they could decide to build small cells on one face, while upon the other face they built cells of so exaggerated dimensions; and is it not still more wonderful that they should have the art of making cells of such great discrepancy correspond between them? The bottom of the cells being common to both sides, the tubes alone assumed a taper form. Perhaps no other insect has ever supplied a more decisive proof of the resources of instinct, when compelled to deviate from the ordinary courses."--Huber's New Observations on Bees Vol II, Chapter V
If you watch them in an observation hive it's obvious that one bee figuring something out often leads to more bees helping that one and mimicking it.
So I think we can demonstrate that bees: 1) can foresee the consequences of their current actions and then foresee changes in those consequences when there are changes in their circumstance. 2) can remember things as long as several months in winter. 3) can learn from each other how to do something.