How to think and how to stop thinking are two of the main themes of this site. At the most basic level, the state and quality of your mind has a very large bearing on the quality of your experience of life, and very specifically on your capacity for managing personal change.
The most powerful and proven technique for gaining control of your mind and learning how to stop thinking is meditation.
The over-arching goal of most meditation techniques is to gain a degree of control over the mind and freedom from the incessant flow of thoughts and internal chatter - the "monkey mind" as it is sometimes referred to - to relax and relieve stress, and to realise increased or higher states of insight and perception.
There are many meditation techniques and meditation practises. Regardless of the specific meditation technique you are using, the end result is that if you do enough of it, your mind will become quieter. If you do enough of it, you will learn how to stop thinking.
It's bit like what happens at a party, if you stay there long enough (and reasonably sober!) the number of people thins out, the noise levels diminish, and eventually if you stay long enough it becomes quiet and you can look around at the post-party debris with a reasonable degree of clarity.
As you still your mind through meditation, it becomes much easier to watch your thoughts and emotional states as they arise and cease - to observe the recurring pattern of these thoughts and emotional states, and eventually to watch yourself as you get caught up in these thoughts and states and for a while become totally identified with them.
Then, you start to see the connection between these thoughts and states and what shows up in your life - how to a certain degree you are creating your reality, or at the very least, how you are creating your experience of what is impacting you.
Eventually, there will be intervals where you won't be looking at everything through the filters of the mind, and you'll be able to see past your mind and you will have glimpses and insights of who you really are.
In my view, adopting the practise of mindfulness meditation - or present moment awareness - is one of the best ways of developing a high level of self-awareness. Mindfulness develops the capacity to realise all of these benefits.