For many years I always tried to change the thoughts first. In group I learned to change the behaviors first, then the behaviors would work on the thoughts and the thoughts would work on the feelings. Like a triangle shape. Meaning the little behaviors we can change, have a shower, take a walk and work our way up. This approach might not always work or work slowly. But it has worked for me. I too have been told to just think positive. That had never worked for me in that order.