The Korean example sentence seems redundant since 기상천외 already includes the meaning "생각" (想). Why not simply say the following?
그것은 기상 천외의 생각이다.
It is a most unexpected idea.
그것은 기상 천외이다.The Korean definition for 기상천외 is "아주 기발하거나 엉뚱한 것," which, as you may notice, does not mention anything about 생각. Since 생각 is not mentioned in the Korean definition, it would probably be prudent to use my dictionary's example sentence instead of the one I suggested above.