Practice. Don't just read about it or hear about it, but do it! Thinking can be an active practice, training our minds to intentionally and consciously choose to dwell on the things listed in verse 8. When we do that, this verse promises that we will experience the presence - the nearness - of the God of peace.
In fact, the verse that comes before Philippians 4:8 also talks about this: "And the peace of God, which surpasses all understanding, will guard your hearts and your minds in Christ Jesus."
I needed to be reminded of that this week. It is all to easy to let thoughts slip away from what is true, honorable, just, pure, lovely, commendable, excellent, and praiseworthy. When I find a kink in my plans, an obstacle to hurdle, tension that I don't know how to soothe, my thoughts switch gears pretty quickly to what is false, selfish, critical, and anxious. And in that moment, I let go of the peace of God, and I fall apart.
But his peace is meant to be a defense - a protection for us. It will guard us and be with us, as long as we are trusting in Him above all else. It takes discipline! It takes practice! Choose today to think on these good things; choose for this hour to take captive and lay down every other thought at the feet of Jesus; choose in this moment to trust the God of peace.