I found it very hard too when my siblings started to move away and get married and the whole family thing changed. I was the youngest and still remember that last year, when I was in high school and the only child of 5 at home and it was just so strange and quiet and I should have gotten to know my parents better but holed up in my room.

Just being anxious, rather than facing the actual fears didn't work for me; I ended up in a zillion years of therapy :-) You might want to make a list of things that are upsetting you and maybe see if you can't talk them over with a favorite sibling? I still talk about things, now with a daughter-in-law and it is comforting to find that others have similar fears of their own. One of my favorite memories is telling an older brother, he was driving me to the airport and and it was just the two of us (when, as an adult, I traveled across country to visit him, my sister-in-law and niece and nephew) how I was afraid of those huge characters at theme parks (like Barney, Mickey Mouse, etc.) and he stopped to think about it and allowed as how, "they are pretty scary". It was a nice connection and a bit of sharing that has really helped me over the years for many, other things.

You know how you finish one year of school and start the next year after the summer without looking back at your teachers and previous year, etc.? Try to get more into your own life like that, instead of trying to "hold it together" the way it was before? It's a little easier if we have some thoughts on what we'd like to do/accomplish in our lives and go toward that rather than trying to hold on to what came before because it was so safe and comfortable. Yes, right now you may not have a family of your own or many friends, etc. but work on that and it can get easier as time passes.