Ok, firstly the book that I recommend is this
What my therapist did with me was to identify the 'errors' in my thinking, and work with me to try to overcome them. To take one example, she identified that I had a tendency to catastrophise, to always see every problem as the most serious thing it could be. So, for example, I had abdominal cramps. The 'normal' reaction to that would be 'ok, I've got a stomach bug' and to see how it goes. But in my case I jumped straight to 'bowel changes can be a sign of cancer, I'm ill, I'll never see my children grow up' etc. As I'm sure everyone on this thread can identify with, I could go straight from having a mild pain to planning my own funeral, imagining how I would explain to my children that I wouldn't be there for them, wondering how my elderly parents would cope when I died first etc. What CBT taught me was that these are thinking 'errors' and that I need to stand back and think of alternative explanations. So, on the one hand it might be a symptom of bowel cancer, but on the other hand, it might be a stomach upset, food poisoning, IBS and dozens of other conditions that are unpleasant but in no way life threatening. When I first started doing it I thought 'this will never work' but to my surprise, I did find that it helped.
She used to have me keep a diary, where I would identify on a scale of one to ten what my symptom was and how worried I was about it. Then I would have to think of alternative explanations and think again about where I was on the scale.
That is obviously a very brief explanation, and there was a lot more to it than that, as there were loads of 'thinking errors' to cover, but I just wanted to give a wee example of how it worked for me. That book that I linked to explains it all quite well though, you might find it helpful.