Check the Facts
Does the emotion fit the situation as it actually is?

DBT's check-the-facts is the cognitive bridge: separate the event from the story you wrapped around it, then see whether the emotion still fits what's actually true.
Just the facts. Who, when, where, what.
What you told yourself it meant. Multiple, if there are any.
What you assumed about others, the future, yourself.
Is there a real threat to your life, health, or wellbeing?
Each, in one sentence.
If the most-likely or worst happened — what would you do?
After all six
Does the emotion still fit? If yes — the emotion is valid; choose the skill that fits. If no — opposite action.