The front axle thunks when I turn. I was told that I have to replace the U-joint on it.
That does sound like the problem. The u-joints spin with the wheel all the time on your Jeep. Do not delay the repair for too long. If the u-joint fails, it can cause more damage and possibly lock the wheel, or bind the steering. A qualified mechanic from YourMechanic can come out and inspect your steering and suspension to let you know exactly what repairs need to be made.