As with many verbs in the English language, the preposition afterwards can make all the difference. 'Pick up' and 'pick out' have different meanings, 'take', 'take off' and 't
…ake out' (etc!) too. These are called Phrasal Verbs. So, both 'wonder' and 'wonder about' are correct: the first means 'marvel, be amazed by' and the second means 'ponder', 'consider (usually inwardly)', so there is also the possibility of 'wondering out loud about' something. (MORE)