Rumination feels like productive thinking. It isn't. The difference is that problem-solving terminates — you arrive at a step to take — whereas rumination circles the same loop, usually centred on "why".
"Why is this happening to me?", "why am I like this?", "what if I had?" — these are questions with no available answer, so the mind keeps returning to them. The more it does, the lower the mood drops, and low mood makes negative thoughts more accessible. The loop sustains itself.
Susan Nolen-Hoeksema's research consistently showed that a ruminative style predicts both the onset and the duration of depressive episodes, independent of initial severity. It is also one of the proposed explanations for higher depression rates in women, though the factors are multiple.