We become aroused to threats in a specific method. When we receive some sort of stimulus, we experience a specific, learned, and conditioned pattern of muscular tension, structural alignment, and respiratory behavior, which is unique to us.
That tension, structure, and breathing elicits a hormonal release, sometimes slow, sometimes a fast dump. Each of those chemical brews creates an emotional feeling within us (as they are the biochemistry of emotion itself), and each of those feelings is anchored with the family of similar experiences.
So when we experience the feeling of one of these we have mental impressions of similar events.
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Those impressions give rise to internal dialogue, evaluation of the experience, judgments or thoughts. We go through that process a million times a day in a fraction of a second, instantly collecting data, processing and internally representing, and then interacting with our environment.
We cycle through this process each time we are exposed to stimuli.