Accept Thoughts vs. Change Them

I heard Brooke describing how she gets up with anxiety and hears her brain giving her negative messages. At times, she said she just acknowledge and says – ‘I’m onto you’ to her brain, and other times she would actually do a model on it.

So it seems these are two different skills – one is not buying into the current thought and going about the day, while the other is deliberately taking the time to change the thought.
When should we do which?