The feeling is just a tool to help us understand a situation/relationship. I explore what I feel sad, angry, or ashamed
about. I check to make sure the feeling is about something actually happening or just a thought I am having. Thoughts and feelings work together to help us respond in real time to real situations. Feeling ashamed about a thought -- it's just a thought and similar to any other fantasy/dream in that it just indicates something real going on with me that I might want to work with.
Too, getting as wide a variety of feelings identified as possible is very helpful as it makes it easier to identify what is bothering me. Our thoughts and feeling are all about us, not anything or anyone else so when I feel humiliated (can you tell when you feel humiliated versus when you feel ashamed?) I look at where I don't like myself, my "flaws" and review how I am working on that or not and take pride in myself if I am working on those issues or get to work on them if I am avoiding doing so (someone calling me "ugly" for example, I have to know, in myself, I am not ugly) and if I realize I'm doing as well as I can working on them, I get angry at the person for humiliating me (in public usually is the problem) and make a plan what to say/do to avoid that person and what to say if they do it again, etc.
Feelings are good things! I find one at a time I want to explore:
List of Feeling Words and work on it for a day or week, seeing when I can identify it for myself and how it feels and when it happens, etc. The "more" distinct ones one can identify, the fuller and more interesting life is and easier to understand one's self and others.