I used to get really anxious attending training sessions for my nursery job, my T suggested i take my teddy with me in a bag (ted lives on my bed and goes everywhere i go to sleep, cuddling him and his scent calms me down) I did feel embarrassed as he is around 15 inches high, but i put him in a large bag under the table so i could rub his ear when the anxiety got too much and it worked, i managed to sit through the whole session, i took him for around five sessions and after that i was ok, now he is back to living on my bed and i am much more confident to attend training on my own