What I am going to write here will seem very simple but let me say in advance that it requires hard work, consistency, and sticking at it. The rewards though, are great.
When you are feeling negative feelings, irrational thoughts, suddenly feeling down and you don't know why, then go through the following process in the following order. It is good to use a notebook (I have used my prayer journal). Make 5 columns across the page, as below.
We need to process the columns in an interesting order.
Firstly write the date in column 1. (If you keep doing this exercise consistenly you may be able to see that it is at certain times of the year that you struggle more than at others.)
Then go straight to column 4 - "What feelings?" Try and identify what you are feeling even though you might not understand why.
Then go to column 3 - "What thoughts?" i.e. what am I saying to myself in my head?
Then column 2 - "What happened?" Try and identify when you began feeling these feelings and when you started thinking these thoughts. What happened at that time?
Finally go to column 5 - "Counsel to self (and action)?" In this column write what Biblical counsel you would give a friend if they were coming to you for advice for the things that you have written in colums 2 to 4. Try and give some specific action to follow through on as well. The fact that this is rooted in the Bible (find actual verses in Scripture where possible), is what makes it more powerful than pure cognitive behavioural therapy.
Here's an example of one that I did when I went to talk on Winning over Depression in Edinburgh recently:
Counsel to self (& action)?
Preparing for talk in Edinburgh
How can I speak on something I don’t have total victory over?
Afraid, incompetent, disqualified.
God has made me competent. 2 Cor 3:4-6. Go for it. You will help many people. Be bold. Prepare well.
Hope this is helpful. I encourage to take the time and the trouble to get into the habit of doing the above. It's the only way we can stop "stinking" thinking within ourselves. I think it's a key part of discipleship - following Jesus.