Lefty the Salesman, that's such an interesting question!
I think we do.. When I first started therapy, even my therapist said we choose how we feel because we choose what we think - BUT..
The way I've always seen this is - we're born, then whatever happens happens, and we feel a certain way about it.
But then the people around us might get angry at us for feeling a certain way, or they may ignore us, or tell us to get over it, stop being wimps.. whatever - and we learn not to feel, and keep ourselves from feeling by thinking our feelings away. And I think that's potentially dangerous
Let's say we're in an abusive relationship later on - we feel the abuse is wrong, we're hurting - but we explain away the abuse by making excuses for the abuser, or even worse, thinking we're crazy! When all we need to do is listen to and believe our own feelings..
I guess that's my point - I want to get back to just feeling. Why should we explain our feelings away?