Hi! “What were we thinking going to lunch?” I actually have a bit of a different answer. This sentence can be used when you accidentally went to lunch in error and made some form of mistake. I believe it is grammatically correct and used mostly in spoken conversation. For example, if a few colleagues accidentally went out to lunch during a time when an important meeting is scheduled that they had overlooked. When they realize, they might state to one another, “what were we thinking going to lunch?”

Hi Sam, the sentence is a bit wrong, it should have been, what are we thinking about lunch? or where are we thinking to go for lunch? those two questions are asked to get the other person opinion on where they want to go for lunch or what they think about getting lunch I hope that helps you.

Yes, I agree with Stephanie. They meant something like "why on earth did we decide to go to lunch?"

I think you can understand the sentence better if you imagine it this way : What were we thinking (when we thought of) going to lunch?" In other words "what was going through our minds when we made the decision to go to lunch?" So it would seem that it turned out to be a bad decision.