Changing our thoughts vs allowing our feelings

After a few months I think I am starting to understand why we use the model..I think. If I am feeling badly its because of how I am thinking and I can change that by changing my thoughts. So, how do we decide if we should allow ourselves to experience our current thoughts or if we should change them by thinking other thoughts? I guess an example could be “my dog just died”…or any other “bad circumstance” that happens to us. I am not going to be able to suddenly be happy because my dog died, or my daughter yelled at me, or my husband is not speaking to me…etc. Would you explain when we should ALLOW our feelings, experience them as they are and when we should change how we feel by changing our thoughts? I hope that makes some sense. Thanks