And Jesus asked his father, “How long has this been happening to him?” And he said, “From childhood. And it has often cast him into fire and into water, to destroy him. But if you can do anything, have compassion on us and help us.” And Jesus said to him, “‘If you can’! All things are possible for one who believes.” Immediately the father of the child cried out and said, “I believe; help my unbelief!” And when Jesus saw that a crowd came running together, he rebuked the unclean spirit, saying to it, “You mute and deaf spirit, I command you, come out of him and never enter him again.” And after crying out and convulsing him terribly, it came out, and the boy was like a corpse, so that most of them said, “He is dead.” But Jesus took him by the hand and lifted him up, and he arose. (Mark 9.21-27)

I meet a lot of Christians who beat themselves up over thoughts that “should not go through your mind” (as someone said to me today). This is a very unhealthy approach to dealing with doubts and stray thoughts.
If a thought goes through your mind, you need to be honest with yourself about that thought and deal with it directly. Too many Christians ignore their own thoughts and pretend their doubts do not exist. The dad with the sick boy models for us the best approach, when he said to Jesus: “Lord I believe, help my unbelief.”
The truth is we all have doubts sometimes. God is not offended or threatened by that. Whether we believe in God or not does not affect whether God exists or not. This is the opposite of all the silly Christmas movies where the people have to believe to make the magic work (including Elf which I love anyway).
The worst thing we can do is ignore the thoughts, pretend we don’t have them, then have to live with the self-imposed guilt for the ‘bad’ thoughts and for lying about them. What a vicious cycle. What a waste of time. Bring your doubts to God in prayer. Be honest. Be direct. Then see what happens. I promise you will never regret open and honest dialogue with God.

And yes Paul did tell us to “take every thought captive to obey Christ,” (2 Cor. 10.5), but we have to know this is not something we do in our own power, right? Since when are we able to obey Jesus without the Spirit’s empowerment? The battle with our own thoughts is one of the hardest we will ever fight and thus dependence on God is absolutely necessary. But dependence isn’t lip service. Dependence is what I just described – open, honest dialogue with God. Tell God the truth. God can handle it.
Oh, and learning to tell the truth (to God, others, and ourselves) is one of the foundational habits of spiritual formation. You can’t become a good truth-teller without the Spirit’s help either. So if you can’t bring yourself to have open and honest dialogue with God, admit that in prayer and the Spirit will help you take further steps in becoming a truth-teller (you will have just taken the first).