There are dozens (hundreds?) of mental health podcasts out there so difficult to recommend a particular one however I can have a go at explaining the difference.
A thought is a mental image plus a sound plus a sensation. Any thought you have will be a mixture of those elements, in varying levels. Think of a train (for example) and see what images, sounds and sensations appear.
It's impossible to control what you think about, thoughts will just pop into your mind. Some will triggered by what you are doing at that moment, others will be completely random. The latest study I saw estimated we have 6,000 thoughts a day but it might be many more and will depend on lots of factors. You'd hope, for example, that a particle physicist might have more thoughts that a baby!
Although you can't stop a thought happening you can shape it's trajectory by using your logic and experience to decide if the though has an validity or if you can safely ignore it.
A feeling is a personal emotional response to a situation/thought/memory; unlike raw emotions they are conscious rather than subconscious. So if three people witnessed a event they may all feel completely differently about it because their learned experiences, knowledge and sense of involvement will all be driven by the total of their lives up to that point.
I could go on for days (it's a fascinating subject) but I hope that's given you a reasonable overview.
This is a brilliant book if you'd like to learn more;
www.amazon.com/Before-You-Know-Unconscious-Reasons/dp/1501101218