Exercise is definitely one of the best ways to regain focus and to treat at least mild depressions. Another way to get more control about your thoughts, is to start planning your days and build a solid structure you can rely on. Setting tasks and getting things done are quite helpful in achieving more concentration.
Besides that: Never be ashamed to asked for help, if you can't do something on your own. If your thoughts are troubling you a lot, it's always ok to speak with friends or even seek help from a professional.
And if you think one of your friends suffers because of their own thoughts, encourage them to speak out; let them know, they are not alone.