For example, 1. I have been thinking I wanna go abroad since I was a child. 2. I have thought I wanna go abroad since I was a child. 3. I thought I wanna go abroad since I was a child.
Which is better?
"I thought" tends to refer to a single, momentary idea, or a long-held belief, for example:
When we say "I've been thinking" it is to indicate a prolonged and specific period of thought, for example:
Neither of these really fit your example well, because you're trying to convey that this isn't an idea that came into your head overnight, but neither can you point to a specific period of deep thought.
That doesn't matter though - because you don't need either in your example as you can just say "I have wanted to go abroad since I was a child". This draws out the desire to go, rather than the thought to go.
In fact, saying "I think I want to..." sounds like you're not sure.