Feelings and thoughts are different things.
Commonly, "I think X" is a way to claim X, while "I feel X" isn't. E.g. if I say "I think rats are scary", that's a claim about the nature of rats. Whereas if I say "I feel scared by rats", then I'm talking about me rather than making an objective claim about rats.
But people often use "feel" as a synonym for "think", or are dishonest about thoughts vs. feelings, which confuses matters. E.g. they say "I feel that rats are scary." which is confusing because "rats are scary" is a thought not a feeling. "I feel" is clearer if followed by an emotion word like "happy" rather than by a thought.
So the following are more clear than "I feel that rats are scary."
- "I feel scared when I see a rat."
- "I feel scared of rats."
- "I feel worried when I see a rat."
- "I feel nervous around rats."
They all have a feeling word in them. The feeling word describes the speaker.