Intelligent organisms can solve truly novel problems which they have never encountered before, either in their lifetime or their evolution. An important component of this capacity is the ability to ``think'', that is, to mentally manipulate objects, concepts and behaviors in order to plan and evaluate possible solutions to novel problems, even without environment interaction. To generate problems that are truly qualitatively novel, while still solvable zero-shot (by mental simulation), we use the combinatorial nature of environments: we train the agent while withholding a specific combination of the environment's elements. The novel test task, based on this combination, is thus guaranteed to be truly novel, while still mentally simulable since the agent has been exposed to each individual element (and their pairwise interactions) during training. We propose a method to train agents endowed with world models to make use their mental simulation abilities, by selecting tasks based on the difference between the agent's pre-thinking and post-thinking performance. When tested on the novel, withheld problem, the resulting agent successfully simulated alternative scenarios and used the resulting information to guide its behavior in the actual environment, solving the novel task in a single real-environment trial (zero-shot).