"The greatest sources of our suffering are the lies we tell ourselves." ~ Elvin Semrad
We tell ourselves stories to help us make sense of who we are, how we are feeling, what we are doing, why we do certain things. These are formed from past experiences, both personal and learnt through observation of others, to help us form reasonably accurate predictions of what the world around is and how we can anticipate interacting with it.
Quick example: even walked down a flight of stairs and stumbled on the last step because you didn't think there was an extra step still? That's because your brain was not expecting it. This means that every step you take, your brain has to assume that either 1) the next step will be on a flat surface, or 2) it will be another step lower/higher and you will automatically have made adjustments for it.
Similarly, we think of ourselves in a certain way that becomes embedded into our subconscious mind - I am smart/dumb, beautiful/ugly, kind/bitchy, odd/sociable, and we then act out accordingly to fit in with this self-image. This makes our lives easier, because if we are constantly at odds with ourselves, then we create an internal discomfort when things don't add up. We assume things about ourselves that are not necessarily true.
So what if the story we tell ourselves isn't constructive or helpful? I'm an alcoholic because of my childhood trauma... I'm gonna get back at my boss because I was also wronged in the past... I cannot help myself out of a sticky situation because I've always been weak... Then we keep acting out in a way that keeps us stuck in this position, and although we are unhappy about it, we don't seem to be able to make long-lasting changes to escape this prison of our minds.
And when this goes on for a while, it becomes more familiar to be unhappy, angry, lonely, hopeless, than it is to try changing something, because change is inherently risky. This fear of fear itself is what prevents many from taking action, and resort to continue life as it is.
In order to change, you must first be aware, to bring the subconscious thoughts and emotions into the open, conscious space, and observe it, without judgment, without preconception. Then, you have a choice.