[pixl97]

When people watch scary movies, why is it they are more likely to have a nightmare afterwards?

Our brain chemistry is exceedingly complex. Also, our emotional state primes our brain with other chemicals. Fear can produce a rush of adrenilne, for example.

So yes, thinking about it 'correctly' changes your brain. Your brain is a chemical reaction, so adding another thought modifying chemical is likely to have different results based on the chemicals already there.