This article shows that an important factor in the failure of students in the first course of differential calculus is the lack of the concept of function. This is not surprising since several research reports show the complexity of this concept in different educational levels. It is proposed to start the course of calculation with a reinforcement of basic mathematical thinking, including functional thinking. We present evidence that the design of didactic activities based on this proposal substantially promotes the understanding of the concept of real function. To validate, we apply to 45 students, didactic activities that promote mathematical thinking; achieving an acceptable degree of functional thinking to bring the course of calculation to a good conclusion.