This the emotional state (happy, sad, fearful, calm, etc).

Feelings in-the-here-and-now are referred to as the person's "affect", while feelings "averaged out" over a period of time are also referred to as "mood".

Feeling influences Behaviour

For instance, if I am feeling depressed I am less likely to go out to meet my friends. If I am anxious I am more likely to 'snap' at friends, etc etc...

Behaviour influences Feelings

E.g. If I don't go out I am more likely to feel lonely... and more depressed. so far, so obvious...

Thinking influences Feeling

If I repeatedly think to myself "I am a failure" or "nobody wants me around" the very act of "running" such thoughts in my mind is likely to depress me.

An analogy that can be helpful in explaining this is MP3's are like thoughts