There is a story of someone being hit on the leg by an arrow.
He starts lamenting: "Why did it happened to me? What if it gets infected? What if I can no longer work?" Thus he compounds his suffering: this is the ‘second arrow’.
How many times do we hit ourselves with a second arrow? Again and again? Whilst the pain is real, simply recognising that its origin is thoughts can lead to a smarter approach. For example one can ask: "Are they useful at this point in time?"