For me, knowledge helps alleviate anxiety. If I were in your shoes, I would start by carefully tracking where every dollar that comes in is going. In our case, just looking carefully at our spending was enough to build awareness that allowed us to make painless changes to reduce spending. Think about your long-term goals and compare that to the purchases you make: is that purchase filling a true need or just taking you further away from your long-term goal?
In our case, I found we were spending ridiculous amounts on clothing even though we only went shopping a few times a year. Simple change: just stop going to the outlet mall. That made a dramatic difference and we barely noticed a change. We were also forced into giving up most eating out because with the baby, there just isn't time. Set a goal for yourself of eating at home more, meal planning, or whatever may work in your case and see how that goes.
I like to check our finances online all the time, so back when we had a car loan, I would see it on the screen and it would bug me. Whenever there was a little extra in the checking account, I would just make an extra payment towards principle. I kept doing that until the balance got down the point that my husband said "why do we have this loan? Let's just pay it off already!".
Other tricks that work for us: automated savings. Savings/investments get pulled out automatically the same day that paychecks hit. I bump up the amount each time we get a raise. Occasionally I have tried bumping it up just because, and then sat back to see if we could live within our means. Each time we have managed to make it work. YMMV, but put some time into building up your knowledge, tweak a few things, and see if that puts you in a more comfortable spot.