Large Language Models (LLMs) are widely used by students, yet their tendency to provide fast and complete answers may discourage reflection and foster overconfidence. We examined how alternative LLM interaction designs support deeper thinking without excessively increasing cognitive burden. We conducted a two-phase mixed-methods study. In Phase 1, interviews with 16 Gen Z students informed the design of Deep3, a web-based system with three interaction modes: \emph{a)} future-self explanations, \emph{b)} contrastive learning, and \emph{c)} guided hints. In Phase 2, we evaluated Deep3 with 85 participants across two learning tasks. We found that a standard single-agent baseline produced high perceived understanding despite the lowest objective learning. In contrast, future-self explanations imposed higher cognitive workload yet yielded the closest alignment between perceived and actual understanding, while guided hints achieved the largest learning gains without a proportional increase in frustration. These findings show that effort, confidence, and learning systematically diverge in LLM-supported work.

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