'We are what we think. All that we are arises with our thoughts. With our thoughts, we make the world' (Buddha)
As well as creating stories about what will bring us happiness, we also habitually get caught up in stories that cause us distress. We can quickly forget that we are telling ourselves a story and begin to believe it. For example, have you ever imagined being offended by someone you know, and then had fantasies about what you would say in response? Before you know it, in your head you are in a full blown argument with the person, and can feel yourself getting more and more outraged by how offensive and aggressive s/he is acting towards you. You have forgotten it is a story and begin to think about what you will say to them the next time you meet! It can even get to the point where you start acting differently around the person in real life. In response to your attitude towards the person, borne out of your own response to the story you created, s/he may in turn start acting more negatively towards you. What started off as a story created by your imagination has become manifest in reality.
Of course, there are many real situations in the world, that understandable cause distress, too. These need to be taken seriously and addressed in a different way, such as in therapy. However, for a considerable amount of the emotional anguish that we find ourselves living through, it is often the stories we tell ourselves - stories that we have constructed with our own imagination - that cause us distress. The reason why they take such hold of us is because our brains react in the same way to imagined stories as they do to real events. For example, if we watch a scary film, then in all likelihood, we will feel anxious, even though we know the film is not real. Or, if we watch a sad film, we may find ourselves getting upset and distressed, again, even though we know the film is not real. With this in mind, beware of the stories you tell yourself, for you may end up believing them!