Here it is in context:
When people appeared in Australia, many species died off. This is true of Europe. Think woolly mammoth.
What does it mean and why there is no article before "wolly mammoth"?
Interesting question. It is an idiom used by article-writers. I think of it as having implied quotation marks, so it really means
Think "woolly mammoth".
i.e.
Think of the concept "woolly mammoth".
But this is not a very convincing argument.
I think you just have to accept this idiom "Think [name of a concept>]".
"Think woolly mammoth" is not quite grammatically correct, but it's a conversational and emphatic gambit Americans sometimes use. It is, however, basically shorthand for "think of woolly mammoths as an example of the premise."