Im sure this has been addressed many times already but it new to me, how many feel like your negative thoughts are reality?

I can be working on the computer and a negative memory comes into my mind and it immediately causes my mood to take a dive. I start sweating and my stomach churns and I begin the cycle of guilt.

I know alot of people due to my social circles and unfortunately know the problems others are having. A thought comes into my mind about someone else's problems and I feel the pain like its happening to me. It doesn't make sense but I start convincing myself that I am the other person and their drama becomes my own. Is this common or just my depressed mind playing games? Thanks everyone for your thoughts!