It isn't so much religion specifically as philosophy, or a mindset.
Looking at the stoics, for example, the message is to not despair or be angry at misfortune. Such emotions are a result of the world not meeting your expectations, and are a lesson to adjust your expectations.
Rather than focusing on what you cannot change, the focus is moved to what you can.
The trendy term for this is "resiliency", the emotional quality of capability to endure hardship. That it the very first step to "changing the story", as you say. There's no use crying over split milk, but now you can take steps to avoid spilling it in the future.
Looking at the stoics, for example, the message is to not despair or be angry at misfortune. Such emotions are a result of the world not meeting your expectations, and are a lesson to adjust your expectations.
Rather than focusing on what you cannot change, the focus is moved to what you can.
The trendy term for this is "resiliency", the emotional quality of capability to endure hardship. That it the very first step to "changing the story", as you say. There's no use crying over split milk, but now you can take steps to avoid spilling it in the future.