Large language models (LLMs) have shown incredible performance on many tasks such as dialogue generation, commonsense reasoning and question answering. In-context learning (ICL) is an important paradigm for adapting LLMs to the downstream tasks by prompting few demonstrations. However, the distribution of demonstrations can severely affect the performance, especially for challenging classification tasks. In this paper, we propose the concept of task-level thinking steps that can eliminate bias introduced by demonstrations. Further, to help LLMs distinguish confusing classes, we design a progressive revision framework, which can improve the thinking steps by correcting hard demonstrations. Experimental results prove the superiority of our proposed method, achieving best performance on three kinds of challenging classification tasks in the zero-shot and few-shot settings. Besides, with task-level thinking steps, automatically generated chain-of-thoughts (CoTs) bring more competitive performance.