Thoughts are unavoidable, but they aren't reality. Thoughts are often (possibly always) the reason that humans experience some form of depression or anxiety. Being able to recognize a thought is a skill that we will always have to practice.
A thought can become a fantasy, assumption or reflection. Fantasies can help us imagine the future (which is a huge advantage) or they can very quickly become a false reality in our heads that we cling to. An assumption is something that is untrue, but very often we rely on assumptions as if they were a reality. A reflection is necessary to learn from our past, but we often begin to dwell in the past; regretting or cringing at different decisions we made and life experiences we had.
In order to live optimally, we must be able to distinguish between thoughts and reality. Thoughts can easily slip into our minds as a reality so it's important to always be practicing self-awareness. When we practice self-awareness through prayers, meditations, and journaling we are able to recognize the ways that our thoughts are causing us to escape reality.