How Does One Know?

So, what about unlimited possibilities?  Is there really such a thing or is it plural?  I've heard it said we create our own realities.  Is that true?  If we're sad, we've created the sadness, we made a choice.  The sadness serves some purpose, even if we're not aware of what that purpose could be.  We're told we can change our lives at any time, yet even if we make a conscious choice to be happy instead, and make a concerted effort towards change, we're tripped up by our past unconscious conditioning and will fall back into sadness.  At least that is one popular notion these days.  But then we're told there are chemical imbalances and there's nothing to be done for such except to take medication.  How does one know the difference between a chronic choice and a physical ailment?