Sensations in practice
When your thought arises, it is thought entering your mind's sense door. This is then followed by sensations and/or feelings arising. Because you can't see the subtleties why this thought of yours is arising, you think that it is not according to the teachings.

Putting too much attention on such subtle things as thoughts, sensations, feelings and what arises/comes first, etc. during meditation should be avoided, because most people's meditation skills are not high enough to see these subtle things and their order of appearance. Even if somebody has high meditation skills to see these subtleties, others who are not skilled in meditation could easily misinterpret such teachings and/or think that something is different in their minds, which is not.