Well, in actual conversation it's not wrong to simply say "I have a couple questions...", but it's generally more proper and grammatically correct to include the preposition "of"...."I have a couple of questions." The more comfortable you become with English in speaking, you may use familiar ways of speaking that are foreshortened but still correct. That only comes with fluency, I think.
In the sentence you're referring to, I said "I thought" because I was referring to a thought I had in the past. The past tense of "think" is "thought"....so, "I thought you said...".