(Adapted from Paul Tripp's Instruments in the Redeemer's Hands. You should stop reading this post and get this book ASAP and read it...seriously...right now...)
In 2 Corinthians 10, Paul sees one of his aims in ministry as demolishing all arguments and opinions that are contrary to the knowledge of God, and taking every captive thought to make it obedient to Christ.
What does that actually look like? The next time you experience a difficult situation that is embittering you or causing you anxiety, try out this exercise. 1 Corinthians 10:13 says:
No temptation has overtaken you that is not common to man. God is faithful, and he will not let you be tempted beyond your ability, but with the temptation he will also provide the way of escape, that you may be able to endure it.
Truth: "No temptation has overtaken you that is not common to man."
Ask yourself: where have you been tempted to think that your situation is unique and that you have been singled out for particular suffering?
Truth: "God is faithful."
Ask yourself: Where have you tended to believe that God has been unfaithful to His promises for you?
Truth: "He will not let you be tempted beyond your ability."
Ask yourself: Where have you thought that you've been given more than you can handle or that the extreme pressures of the situation have caused you to sin?
Truth: "He will provide the way of escape, that you may be able to endure it."
Ask yourself: Where have you tended to feel trapped, with no reasonable way to deal with your situation?
Demolish the arguments, and take every thought captive to Christ.