To me, the anxiety feels real because the thoughts and feelings in and of themselves, are real. And that is the problem. Never mind if the things being worried about or the things one might feel paranoid about are true or not - that's not the issue. It's the anxiety itself - the thoughts and feelings and how they're impacting the persons life, which are the problem. It feels real because it is real - in the persons mind. That's why it's considered a mental illness.