Where are you from?

It also ends with a preposition.

What are you thinking about? 

Again, another sentence ending in a preposition.

Sentences ending in prepositons are rather common.

To learn grammatical structures you do have to get a good grammar book.

There's Grammar in Use by the American division of CUP Cambridge University Press, and there are also great grammar titles by Pearson Group, the company who took over the former Prentice Hall ELT English Language Teaching materials.

Good Luck