Is it challenging to let go of old thoughts and believe new thoughts?

I thought that if I had coaching then it should be easy for me to change my thoughts and since it was not being easy, I was telling myself this is not working.

I was finding it hard to believe new thoughts so I thought I must be doing it wrong. Can you confirm how does the process look like when you are aware of the old thought and now you are wanting to choose new thoughts that support you?