This is an excellent question with many possible answers.

The relation between mathematical games and thinking style is manifest in

https://www.researchgate.net/publication/261987923_Effects_of_Thinking_Style_and_Problem_Difficulty_on_Students'_Decision-Making_Behavior_in_a_Real_Time_Strategy_Game

There are 94 observations about gaming and learning style (aka thinking style) in

https://www.researchgate.net/profile/David_Kolb/publication/303446688_The_Kolb_Learning_Style_Inventory_40_Guide_to_Theory_Psychometrics_Research_Applications/links/57437c4c08ae9f741b3a1a58/The-Kolb-Learning-Style-Inventory-40-Guide-to-Theory-Psychometrics-Research-Applications.pdf

More to the point, see

https://www.researchgate.net/publication/221537490_Puzzles_and_games_Addressing_different_learning_styles_in_teaching_operating_systems_concepts

and

https://www.researchgate.net/publication/265606414_Gender-inclusive_game-based_learning_in_secondary_education

Conference Paper Effects of Thinking Style and Problem Difficulty on Students...

Book The Kolb Learning Style Inventory 4.0: Guide to Theory, Psyc...

Conference Paper Puzzles and games: Addressing different learning styles in t...

Article Gender-inclusive game-based learning in secondary education

This is an excellent question with many possible answers.

The relation between mathematical games and thinking style is manifest in

https://www.researchgate.net/publication/261987923_Effects_of_Thinking_Style_and_Problem_Difficulty_on_Students'_Decision-Making_Behavior_in_a_Real_Time_Strategy_Game

There are 94 observations about gaming and learning style (aka thinking style) in

https://www.researchgate.net/profile/David_Kolb/publication/303446688_The_Kolb_Learning_Style_Inventory_40_Guide_to_Theory_Psychometrics_Research_Applications/links/57437c4c08ae9f741b3a1a58/The-Kolb-Learning-Style-Inventory-40-Guide-to-Theory-Psychometrics-Research-Applications.pdf

More to the point, see

https://www.researchgate.net/publication/221537490_Puzzles_and_games_Addressing_different_learning_styles_in_teaching_operating_systems_concepts

and

https://www.researchgate.net/publication/265606414_Gender-inclusive_game-based_learning_in_secondary_education

Conference Paper Effects of Thinking Style and Problem Difficulty on Students...

Book The Kolb Learning Style Inventory 4.0: Guide to Theory, Psyc...

Conference Paper Puzzles and games: Addressing different learning styles in t...

Article Gender-inclusive game-based learning in secondary education

 Thanks a lot professor James for your valuable contribution !

In fact,when I recently tried to look for an answer, I noticed that in some literature they distinguish between the "thinking styles " and  "learning styles" (i.e in psychology)

So can we consider they are the same?

@Otman Jaber: 

in some literature they distinguish between the "thinking styles " and  "learning styles" (i.e in psychology)

So can we consider they are the same?

I noticed the same thing.   However, we know that thinking is always concomitant with learning.   A brain must be thinking about what it is learning.    In fact, learning itself is a massive thought process entailing

insights about what is being learnt,

comparisons of one object with another,

storage and retrieval of ongoing aspects of problems solved during learning.

In mathematics, the penultimate example of a learning experience is the introduction of a theorem and its proof.   Typically, a theorem makes an assertion about a relationship . between objects as ordered simplexes or the intersection of sets in a nerve complex.  And the proof of a version typically requires recalling such things as axioms, definitions, related theorems, and methods of proof,

Luntley points out that learning by reasoning [thinking] is the only credible form of learning (p. 8):

https://www.researchgate.net/publication/229697086_Critical_Thinking_and_Learning

Article Critical Thinking and Learning

Dear professor James.

A Great explanation !. So the terms seem to be almost synonymous .

I'm sure that the articles you also attached  will be very helpful.

Thanks a lot !