You are not as much in control of your thoughts as you probably thought.
As long as we have made decisions, we have thought about how we make decisions. Several theories have been suggested, most of them ground out in one common denominator: Humans are rational. We are capable of analytical and deliberate thought.
Unfortunately, that's wrong. Only a small part of us are rational. A large part of the mind is controlled by emotions, on autopilot. It's what tells you to run when faced with danger, and overriding those thoughts can be very hard. A conscious decision to run is not what you end up making, it is your brain that makes that decision for you automatically.
Your rational brain, while very useful for puzzles, lateral and logical thinking, handles decisions very badly. You need some sort of "This is right!" emotion to come in and make the final decision after your rational brain has tallied up all the pros and cons. An example was given in the book of a man who had lost all emotion due to a brain injury, and while psychologists thought that he would be a perfect, efficient, reason machine, unburdened by emotional thought, rather the opposite happened. He was unable to decide even which socks to wear in the morning. The rational brain (which was all he had) would spend lots of time summarizing the benefits and disadvantages of each pair of socks, but lacked the final voice that would say "Great, let's go with that pair."
Likewise, another prevalent example given in the book is simply trying to choose some strawberry jam in the supermarket. If you leave that decision to your emotional brain, it comes easy, you just know that you want that brand. If you try and deliberate over it, you will stand there for hours trying to decide based on all sorts of factors which you are usually not thinking about.
Fortunately, the emotional brain is a very quick learner. It does not need many errors before you start to just "know" that something would be correct or wrong. You can override it with your rational brain, but it's not always in your interest to do so. Sometimes though, it is. But knowing when to put your rational brain in control and when to put your emotional brain in control, that's the hard part.