Am I doing it right?
It's fairly common to have concerns about "meditating the right way." We often have the idea that we wouldn't be thinking if we were meditating correctly and this just isn't true. It's natural for the mind to think, we just want to learn to gradually become more aware of thinking happening. When you notice you're getting lost in thought, the trick is to bring your attention back to the sensations of breath - or whatever anchor you chose.
The aim of practicing meditation is to help us learn to be more present with our experiences in the body and mind from moment to moment, without judgment. If you can stay aware of the sensations of your breath for just one half-breath at a time, then notice you got lost thinking, then go back to noticing your breath again, you're doing it correctly.