How do you actually change your life?

If you persist in a particular train of thought, be it good or bad, it will produce results in your character and circumstances. 

You cannot directly choose your circumstances, but you can choose your thoughts, and so indirectly, yet surely, shape your circumstances.

James Allen, As a Man Thinketh, Thomas Y. Crowell, New York, 1913, Chapter Two, Effect of Thought on Circumstances, 24