I find that listening to music can be very helpful when it comes to calming my mind and slowing down my thoughts. Personally, I like ambient music, such as Brian Eno, Laraaji, and John Luther Adams. However, you can listen to any sort of music that you find to be soothing. This is a piece that I find to be quite relaxing:
Classical music is also a very popular choice when it comes to relaxation.
By focusing on the music, you give your mind something to think about besides its own thoughts. It can be hard to break out of that loop where you keep thinking about what you are thinking. You often need some sort of external focus to break this loop so that you are able to quiet your mind.
The benefits of music for meditation and relaxation are well known. A number of scientific studies have found that listening to soothing music can be quite helpful for people who need to reduce their stress levels and overcome anxiety.