A friend of mine went through intensive military training. He talked about the underwater course he went through saying he failed it the first time but that the whole experience does two things. 1) Cures your fear of water and 2) teaches you to control your mind. He said “If your mind tells you that you need air, you need air, whether you actually need it or not”. He passed the course when he was able to control his mind. While he was being tested, he realized that he needed air when he began to feel himself black out. He had that much control over his thoughts.
Jesus talks to us in II Cor 10:3-5, telling us how to fight in the battle we are in and to take every thought captive. “3 For though we walk in the flesh, we do not war according to the flesh. 4 For the weapons of our warfare are not carnal but mighty in God for pulling down strongholds, 5 casting down arguments and every high thing that exalts itself against the knowledge of God, bringing every thought into captivity to the obedience of Christ,” NKJV (emphasis mine)
There is a reason he tells us to do that. Either you take every thought captive or your thoughts will captivate you. It is that simple. Which side do you want to be on?