Exactly what is a thought, anyway?

Thoughts are powerful things.  They can make us happy, make us sad, make us feel week or powerful, they can convince us we can do anything, or they can convince us to give up.  As Hamlet pointed out to his good buddies, Rosencrantz and Guildenstern, "There is nothing either good or bad, but thinking makes it so."  And Hamlet should know:  he spent so much time brooding on the negative that he worked himself into one humdinger of a depression.

In this series of posts we are exploring the Law of Attraction idea that if we want to change our results, we must first change our thinking.  So what exactly is a thought?  And how is it that they so easily lead us astray?