It is important to notice what you are thinking when this happens.
Anxiety is simply a physical reaction to real or perceived danger.
Our thoughts can create the response. Noticing our thoughts when the anxiety begins is a gift to understanding what is happening within us.
A simple example would be thinking about a job interview the next day. Nothing dangerous or fearful is happening at the moment, just the thought. But the thought can create the emotional response of fear or of wanting to flee (avoid the stress of the job interview) or anger (about having to look for a job, or having lost a job, etc). The instantaneous emotional response creates the anxiety. Learning in your therapy about yourself and your fears that begin the anxiety/panic response helps so much. It lessens, and can eliminate, the anxiety response when you understand how and why it gets triggered. You can then discover other responses: curiosity, intrigue, wanting to know more, looking forward to the challenge, familiarity ("Oh, this? I've done this before. It will be okay.").
Regular use of breathing exercises and guided imagery and relaxation techniques is very helpful to keep your body calm so that when anxiety comes along, it has less impact because it is coming along to a calm physcial and mental state of mind. If something anxiety-provoking comes along when we are already stressed, we go from an 8 to a 10 on a stress scale of 1-10. If something anxiety-provoking comes along and we are calm, then we might go from a 3 to a 5 on that scale. You can see the difference and relate that to how uncomfortable/comfortable it would feel.
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All of life is for learning!