That's the main cause of it all, thinking, leads to depression, anger, doubt, bitterness, paranoia among every other problem we face. Thinking causes feeling, you dwell long enough you feel physically the result of thoughts, be they positive or negative. Why do you think so many people abuse substances? To try and either stop or control the thoughts that hurt, or to induce false ones of positivity, however temporarily effective that is.
Sort of, and it's embarrassing to admit, but it was a dream not a thought. I dreamt that my then-wife had done something really stupid just to piss me off. I woke up and realized it was just a dream and hasn't really happened, but I was still pissed off for a while longer.
The worst part was that I couldn't remember what she had done, but only that I was angry at her.
Nearly every single day. It's such a frustrating aspect of how my brain works. Luckily, I know that it will pass and that exercise will almost always help.