Have you tried meditation? to be honest, I find meditation difficult because I latch onto my thoughts and feelings, however, it's been the only thing that has allowed me some form of 'non attachment' from my feelings.
It depends on your beliefs and whether you'd be open to it, but Zen Buddhism and the likes of Eckhart Tolle (power of now) might be some paths you may want to go down. If a four can be fully present in the moment, the necessity or tendency to be immersed in the "inner drama" may settle.
Partly I think this comes from learning to observe and watch feelings, learning to truly accept emotions, understanding that you are not your emotions, and from there, learning to accept the present and everyday reality. I.e. start saying yes. I've found that the reason why I also have trouble "following how I feel" is because I have a deep rooted non acceptance and resistance to reality.
I don't want to get up.... but it's not because I'm tired. I'm tired, but it's not the reason i'm still sitting here. I'm resisting doing what I need to do, because I simply don't want to do anything. I want to sit and play in my emotion and feelings all day, as reality can both bore and overwhelm me. Latching onto my feelings is comfortable. Getting lost in myself (often negative self feelings) gives me control, depth, an excuse not to deal with external things. It's escapism. It's the classic neurotic battle. I create more inner (and outer) drama than is necessary. I turn simple things into complex things.
Saying "yes" to what's happening though, takes away that necessity for drama. Everything just is. It's harmony of feeling, action and being. Equanimity.