I think we have some control over what we are thinking. Although our minds are constantly processing and analyzing. It is what it does. It looks at a situation or set of inputs and evaluates. Lets take walking up stairs for example. If you see the stair you instictively know how to walk up them. That is because you have learned the motor skills to be able to navigate. You use your eyes to control how your body moves and judge and analyze it without thinking.

Lets say if you are blindfolded and someone told you there were stairs 25 feet ahead of you. Could you walk up them still? Probable but with much more difficulty, unless you were used to being blind. I think some of the thoughts we have from depression aren't much different. We have a thought, and some time it is instictive, but it doesn't make it true.

As an example, I often struggle with self esteem. I think I have made some progress on it and feel better about myself. Often times though I find myself getting thoughts that bring me down. I recieved some critism at work a couple months ago. I just had this immediate thought, that I am not good enough. I won't be able to do my job. I think I was catastrophizing the situation. I just instinctively wanted to bring myself down. But after a few days sulking in my own misery, I started to think about it. We can have thoughts and feeling, which are valid, but they don't always represent the truth. After thinking about it I had to accept the fact that I will make mistakes. Even if I feel like a failure about it, doesn't mean that I am. I am just upset with myself that I made an error, but it doesn't mean that me as a person is a failure. Thinking incan never make a mistake is unreasonable. No one can live up to that standard. Sometimes we have to dig deeper into our thoughts and evaluate them. Every thought doesn't have to be true. I hope this helps a little. We can control our thoughts some, but we gets lot of thoughts that just pop into our head.