I still think about my ex
That must be complicated. What makes you think about your ex?
I think about him because he was cool and I don't want to forget him.
It's understandable to think about your ex, especially if you still think they're a cool person. You shouldn't force yourself to forget about someone just because you aren't dating anymore.
I really really miss him and would love to have him back.
Why not talk to him? Maybe he's thinking about you too. Unless you two ended on really bad terms then I don't think it should be a problem.