Well the idea is rather simple, if we think and have no problems to think about, thinking quickly becomes unnecessary, hence we find entertainment which either keeps us from thinking or which creates artificial problems for us to solve. Which is also the two types of entertainment we commonly call higher form of entertainment, and lower form of entertainment.
On the other hand when we think usually it involves some problem, if now, even if we only daydream that dream usually is no all perfect but has some problems which we solve or if you fail in your daydreams, that might be a sign of depression perhaps.
It also seems, though I have not seen any studies on the topic, that we are, and historically have been focused on solving one particular problem, where to get more wealth or stuff, hence previous attempts of tackling the problem has been of the form, "do not desire", and to do that one sits in meditation where one does not think at all, hence solves no problems, at least intensionally.
From this we get our eternal greed, where by achieving one goal or getting one thing, we soon start wanting another or thinking about next step, solving next problem, because we do think, we think a lot, an all those thoughts need to be focused on something.
Why do we always think about problems though? Well that could probably be explained in evolutionary terms, since everyone strive to survive and reproduce we often get stuck on hoarding material goods having the evolutionary impulse that having more and piling up will help survival, while in fact in todays society, that often gets people in debt since piling up is not about hunting or gathering anymore, but comes with a price tag attached. Hence people often think about what to get next and how to get it, or if they have no problems with getting it, they worry about their credit card running hot.
The second evolutionary impulse to reproduce, often is in conflict with the first, since we are conditioned with the importance of having a good and well paying job, and buying lots of stuff for ourselves, children often are always seen as a problem, preventing you from buying more stuff for yourself.
Hence we don't only have two problems, how to get more stuff, and how to reproduce, but we also have the third and very difficult problem of how to achieve the one and still not loose the other, and we are all romantic and such today, so third problem is added, not only finding means to reproduce but also doing it with one you love and not by arrangement, and not only that by also with a partner that also loves you.
But that only shows that people do have problems to think about, that is not the same as saying that if people think then they have problems. Let's imagine a counterexample, one person in the world that thinks freely, has no problems, and ye't doesn't create or think about problems. I can't, but lets take Dalai Lama one would think that there is no better example, but even he has a schedule, which he follows, going to different places, teaching people about happiness and other ideas, and is't it the greatest problem of them all, educating the masses?
Well then, from all this there are couple of things one could consider, first of all the problem keeping you sleepless at nights might not be a real problem as such but something you yourself created in order to have something to think about, or that the problem is real but is more of a comfort thing and not necessity hence should not take priority over other stuff, and lastly if it is a real problem that requires real deep though, well then be happy that you are capable of thinking, a cat would never have been able to solve that.
And in order to avoid creating artificial problems for oneself, or to avoid compulsively thinking about some utterly pointless problem, get a hobby, meet people, do something with your creativity, and you might notice that you have less problems.
Basically, spend less time thinking about tomorrow, it is our advantage as humans and does help us to survive but overdoing it also reduces our live to mere survival. And since you can't stop thinking, there is no point in telling someone "stop worrying" but instead one needs to find something to think about, hence the advices above.
Sweden is one of the leading countries when it comes to suicide, it is also a country with good welfare, high social protection and in general rather good standard of living. And I think that having few problems in life, that is enjoying high standard of living creates the problem of what to do with all the spare brainpower not used for solving problems in daily life, and if no one provides a problem people will invent their own, and no one knows how to create such a problem that will occupy your mind for years and maybe for the whole life but yourself.
Hence it the end, everything above can be summarize as one unexplained thought:
Find a way to occupy your mind, or your mind will occupy itself!
