The verb to have a think [about something], along with have a listen, look, feel,... [to/of something] are somewhat "quirky" idiomatic usages, where the underlying verb (think, listen, look,...) is first "nounified", and that noun is then used as the syntactic "object" of the verb to have.
The end result of applying this conversion is a verb phrase with essentially the same meaning as the original single-word verb from which it was "derived". But it's basically a "colloquial" usage, which should be avoided in formal contexts (where you should just use the plain verb form).
In many situations, consider would be exactly synonymous with think for OP's example, but there's at least one reasonably well-established context where there's a meaningful difference. In, say, a textbook, it's common for writers to introduce "explanatory example(s)" with something like Consider [these examples]...
...where the intended sense is more along the lines of an "invitation" - Let us [consider these examples] together, rather than an instruction to the reader / audience to think about [them] for themselves. That's to say, if you see the consider version in a textbook, the examples will probably be followed by further explanatory text (implying that both the writer and the reader are exploring the issue "together"). But if you see the think version, it's very likely the examples are being presented as an exercise for the reader, with no further discussion in the main text (but there might be relevant guidance / "answers" in an appendix at the end of the textbook).