Many verbs have their own prepositions plus the specific case they take.
Ich denke an dich . Ich denke an dir or Ich denke an du. These verbs have to be memorized together with their prepositions and the case they take. Now, when you use pronouns to ask and answer a question, you know you are talking about an individual and not about a thing or an abstract concept. Sometimes you have a preposition, however, that starts with a vowel.