I don't know if there is a specific explanation, since it can be different for everyone. But if you take something like tripping over the sock in 3 hours, on a good day you might laugh at the idea, where on a day that you feel anxiety, you will find yourself worrying about it, to the point that it affects your mood, makes you feel depressed and worried, etc.

Mine for example starts up, then soon after I start to think I must be ill. My mind starts to over think about it and suddenly I can't cope with even the slightest stress.

Everyone worries about things in general. But if you find yourself overwhelmed by worried thoughts, then it could be anxiety.