I have the same issue, procedural thinking. I've made some small progress thinking in sets and working to re-phrase my goals in terms of sets of data, sometimes

I have the same issue, procedural thinking. I've made some small progress thinking in sets and working to re-phrase my goals in terms of sets of data, sometimes using window functions (row_number(), etc) when I need n-1 items from the query. Some problems can to be assembled from CTEs / subqueries when you might have reached for a procedural solution to 'finish' the problem. Grasping CTEs was a big thing for me and now I'm wrestling with issues of style mixing CTEs with tiny subqueries and wondering if the increase in readability (for me) is correct. I'd love to see suggestions for digging deeper on this too.