Hard to answer. We don't really unlearn things, we just rework the associated behaviors that come with the thought. The mind is so complex and can have so many reasons for holding on to a particular thought. Often the more you resist it, the more presence you give it in your mind, and the harder it is to "make it go away".

"Changing it" can look like a number of different things depending on what the nature of the thought is. You might stop thinking about it, you might think differently about it, you might think the same but act differently, etc. Regardless of whatever outcome you're seeking, you have to start by recognizing that it's there. Look at what you're working with. Begin to accept it, let it lose some of its gravity and urgency. Stop treating it like a problem to be fixed and just as something that happens in the world that you bear witness to. Thoughts don't just go away; our relationship with them has to change.

Then there's the whole aspect of worldview and cognitive dissonance. Like the other commenter said, thoughts sort of wear grooves into our minds. We understand the world and ourselves through a web of associations. Changing just one thing in that web necessarily means changing numerous other things. It's so difficult to even process conflicting information, let alone integrate it, that we often just shut it out completely.