Try to make sure you’re not fighting with it. As thoughts enter your head, simply let them, then let them drift away as you very mildly try to reassert your attention on whatever focus you’ve chosen. I’ve heard it described as “observing your own thoughts”. Watch them come in, watch them go.
Optimally observing the breath and the body first. Trying to observe thoughts without that solid foundation, tends to get us caught up in our thoughts.
And yeah, we do have to be aware when our thinking hijacks are attention. But the focus of attention should first of all be on the breath and the breathing before it shifts to any sort of deeper observation of thoughts and feelings.
And that’s generally good advice whether you’re on the cushion or not. Thoughts and feelings can easily carry us away. Our body and our breathing is always in the present.