We all have a little inner chat with ourselves on a pretty constant basis, thinking about and interpreting the various situations we find ourselves in. This self-talk includes our conscious thoughts, but also our unconscious assumptions or beliefs.
People experiencing depression can often have self-talk that is skewed toward the negative, such as "Well, I'm definitely going to suck at this" or "Of course that didn't go well, I'm terrible." A lot of times these beliefs are flat-out wrong, but it's hard for us to challenge them and think about the situation more realistically or helpfully.
There are several types of questions you can ask yourself to test the accuracy of your perceptions and reflect on your thinking.
Sometimes even just asking yourself "Is this thought useful?" can be enough to adjust your perspective. By thinking about how you are thinking, you can help change the irrational parts of your thoughts into more reasonable ones.