Getting indoors from a cold rain is an obvious choice. I can't really decide to stop shivering, but changing my clothes and grabbing a hot chocolate helps. It still takes a while to warm back up, meanwhile I can actively choose not to open windows or go right back in the rain.
But now I'm better at deciding to let negative emotions go and feel happy or calm.
Making choices to change your situation will change your feelings so I do believe feelings are a choice to be made in most situations.
Once I started playing around with the ideas of Stoicism, I decided to try an experiment. The next time I got caught out by hail while cycling, I raised my fist up in the air and said "fuck you Universe, this is exactly what I wanted, you fell for my plan!".
I felt a lot better. I like to think of it like the Sith in Star Wars. Whenever they get their butt kicked, they go "It is as I had forseen!" I no longer get surprised by events.
Like, feeling angry for longer than I needed because I didn't know how to make the choice to feel happy or calm.
Of course there's more nuance to it but I agree with choosing