Choosing what to think

What if: I simply cannot modify a thought that I am having about a particular circumstance.

Is the answer always- try harder? get curious?

I understand all of the concepts of the model and I truly believe I can choose my thoughts.

But at what point do you cut your losses and say: I can’t change my thought about this so now I need to change my circumstances?

What if sometimes we don’t want to change the thought because the thought serves us or because the circumstances, although neutral, isn’t serving us right now?