Design thinking is "a non-linear, iterative process that teams use to understand users, challenge assumptions, redefine problems and create innovative solutions to prototype and test. Involving five phases—Empathize, Define, Ideate, Prototype and Test—it is most useful to tackle problems that are ill-defined or unknown." (Interaction Design Foundation CC BY-SA 3.0).
Design Thinking is a non-linear, iterative process. This means that you will not necessarily complete the process by completing all stages in order. Most of the time you will have to backtrack and repeat stages multiple times before reaching your final solution.