I mainly have experience with intrusive thoughts and those are your thoughts, coming from your head, only that they seem impossile to control and extremely negative and unpleasant and it's like two parts of you fighting, the one that wants to be happy and the one that wants to torture you and it always pops up with a new torturing thought. It feels like it's a monster that has taken over your thoughts but you know they are your thoughts.
I've also had the experience of hearing thoughts as if someone else was speaking, but it was still inside my head.