Anxiety is a fear response. It is normal to experience this in a situation that is dangerous etc.. It is a disorder to feel this all the time, for no reason, or in the presence of something that is not dangerous but produces a fear response. It is a learned reaction, and can be unlearned. Our brains are in a constant state of changing, weakening, strengthening connections between cells. Recent research has shown that REM sleep may actually serve to weaken the biological connections in the brain associated with bad memories, so nightmares or bad dreams may actually be good. This is why I tell people with psych problems to not take chronic sleep meds or benzos, because they interfere with sleep cycles.