"Design thinking refers to the cognitive, strategic and practical processes by which design concepts (proposals for new products, buildings, machines, etc.) are developed." Definition from Wikipedia. The steps for the process go according to this list; Empathize, define, ideate, prototype, and test.
This first step is to 'empathize' or research to identify the problem you are trying to solve. By doing this you will allow a better perspective on what needs to be essential for your design. This step may take the longest time.
This next step uses your information from the research you did in the first step to fully identify the problem you are trying to solve. By doing this you realize the objective(s) needed to be done to complete the design and accomplish defeating the problem(s).
This step is uses your ability to generate ideas to look for solutions to answer the problems in the first two stages. A common phrase for this step is to, "think outside the box," stated by several articles and videos to create a uncommon or common idea to answer how to fix the problem(s).
This step is the experimental step to identify the best possible solution according to the step 3. This step is used by creating a inexpensive and less time consuming version of the product you want to create to take it to the next step.
This final step uses your prototype from the prototype step and take it to the test. This is to evaluate what the finished product should look and act like when it is fully created. This step often redefines problems so if needed, go back a few steps.