Learning how to think really means learning how to exercise some control over how and what you think. It means being aware enough to choose what you pay attention to and to choose how you construct meaning from experience. Because if you cannot or will not exercise this kind of choice in adult life, you will be totally hosed. Think of the old cliche about the mind being "an excellent servant but a terrible master."
All true enough; but, of course, Wallace didn't at all find solace from this recognition.
Just as Plath found no solace from her profoundly acute observations of the world's actual hard-core workings. Or as Sexton found no solace from her profoundly acute observations of the world's openness and sensuality.