you can choose what to think, or see what comes, it doesn't really matter, what usually happens is that you realise you don't really have much control about what thoughts come and go. the purpose of mindfulness is not to torture you : ) the purpose is to help you recognise your innate awareness which is ever present, stable (and connected to everything and everyone else) - this is where you find your stability - not in your thoughts which come/go, are dependent on your conditioning/circumstances/education etc - not very reliable, and not your true nature. 'you' are not your thoughts. but your thoughts help you recognise this awareness, you wouldn't be able to recognise it without your thoughts. it is scarey to sit with difficult thoughts without trying to 'do' something with them (change/resist/avoid etc), but this is where a teacher/class is important to guide and support you. if you want to explore it further, i would definitely recommend you find a good teacher, as it isn't really something you can do on your own.