The weapons of our warfare are not the weapons of the flesh. Paul then names the target, and it is not what people expect.
Arguments. Pretensions. Every thought. The battlefield he describes is entirely interior.
That is a less exciting picture of spiritual warfare than the one that usually gets preached, and considerably more accurate to daily life. The place you are most often defeated is not a dramatic confrontation. It is a sentence that arrives in your own voice and gets believed without examination.
Take captive is a deliberate phrase. Not suppress, not ignore. Captive implies you first let the thought arrive, then examine it, then decide what to do with it. That is a different reflex from either indulging it or panicking about it.
Most thoughts have never once been questioned. They simply show up wearing your voice and get treated as reports from reality.
Ask one of them today where it came from before you agree with it.