Might be helpful if a dude tells his bro that before the big sportsball game. Not so sure about it's effectiveness against debilitating mental illnesses and abysmal qualities of life.
Right, the questions. Doesn't make me feel anything, and whether or not it's correct depends on the context. "That boulder is going to hit me, I am scared." is based in some form of reality, and at the same time "all in the head" (without brain/head, no sight/thinking/feeling/etc [or so I think, believe and hope]). The sight of the boulder is real, the boulder is real, the prediction is real, the feeling of fear is real. But, could the fear disappear without changing any of the "external" facts? Yes. Another person might feel no fear, but would also perceive and predict the boulder's trajectory. They then differ in other, real, qualities (I'll boil it down to genes and environment).
In some cases, someone telling another to focus on something else might change their emotional experience, which I'm assuming is the goal here. About this sort of thing in general, people saying quick low-effort stuff that doesn't help, I think it's better than nothing. I remember some guy wishing me a happy new year (saw me walking [alone, no need to even write that] whilst wearing shitty clothes after watching fireworks, guess I radiate suicidal ideation) this most recent New Year's Eve. It was 100% obvious that he had just read some meme on Facebook about suicides on New Year's Day and was trying to stop this mega-incel stranger from making it to the bus on time. I thought that awkward shout (he was far away and shit, srsly weird how he spotted the suicidality from that distance) was kind of bullshit until very recently when a few of those random comments kind of retroactively hit me a little bit and I now somehow feel thankful for them. Many such comments are made on this forum, as well; comments expressing a wish for you to stick around. It being done in a clumsy way shouldn't distract from the underlying intention.