If I’m experiencing bodily pain, for instance, it’s objectively painful. I trust my senses that I am experiencing pain. However, if I dwell on and agonise over the pain, I will experience it more strongly. On the other hand, with a more positive mindset, or a conscious effort to accept the pain as it is, perhaps its impact can be reduced.
I don't know where I heard it but:
Pain is inevitable. Suffering is optional.
Or words to that effect.