I think in my case it stems from two things:

1. Bullying in middle school. It was mostly just emotional abuse. I was too sensitive -- I always have been. But it was severe enough that I was actually planning to kill myself before my parents suddenly saved my life by yanking me out of school. To this day those times still haunt me. No matter how much I talk about it or try to face it, it's simply a fact that bullying "broke" something inside of me. And I was forced to acknowledge the incredible cruelty of people at a very impressionable age. Since then I constantly wonder whether people are judging me or whispering nasty things behind my back. And to avoid being hated, I constantly nitpick the slightest details. After a conversation with someone I go back over it in my head, berating myself for the stupid or inane things I said, worrying about the things I thought were okay, etc. I'm obsessed with whether or not I'm being a "bother" to other people, and thus I've become a pushover.

2. Growing up in an authoritarian and fundamentalist religion where I was never good enough. Faith never worked for me so I never developed spiritually the way they wanted me to. I couldn't just believe in something that I found personally absurd, just because someone told me it was true. And no matter how hard I tried to follow their rules and do everything I was told, I never experienced the supernatural events that they said were guaranteed. Thus I had to lie my way through a miasma of religious pitfalls for years on end, and that took a serious toll on my mental health.

As to WHY I'm anxious? Well in the case of social anxiety, I'm afraid that everyone secretly hates me and plots against me behind my back. Essentially I'm terrified of being bullied again because I know that I simply can't take it. And I think that all that worrying about what other people think just spilled over into everything else. I'm always worried about other people, so naturally I started worrying about everything else.