Oh, anxiety. I haz it. Nothing crippling, but I was a 'shy' kid and a 'worried' adult. One of my persistent childhood fears was that my mom would forget me in the grocery store, and accidentally leave me behind. If we got separated I would look for the cart, because I knew she wouldn't forget that!
About a decade ago, around age 25, I realized I didn't want to be like this anymore, and I set about fixing the problem. I don't think I've reached natural optimism, but my world is a much brighter place that in used to be.
I second the recommendation for Feeling Good, but David Burns. I found myself victim of many of the cognitive distortions Dr Burns listed. The book is admittedly thick. If you can't get through it on your own, you can try cognitive based therapy. They are essentially the same thing.
Breathing exercises, or straight up meditation has also been a big help. Living in the Now, instead of anticipating an unknown Future. I know it can sound bullshitty, but I've found some pretty deep wisdom in the theory. I'd recommend Full Catastrophe Living by John Kabat-Zinn.
Oddly enough, one big turning point in anxiety reduction quest was the result of screwing up royally in my professional life. I ran a boat into a big rock, damaging a propeller past the point of repair. Trust me when I say this did not feel good, physically or mentally.
I had to limp the boat from Philly all the way back to the mouth of the Chesapeake Bay on one engine. I had to go so slowly that a 1.5 day trip turned into 4 days. Naturally I spent the trip obsessing about how my life was over. I was sure to lose my job for incompetence. My US Coast Guard license would also be revoked due to same incompetence. My parents would turn from me in disgust. I would die on the street in a cardboard box. For sure.
But here's the thing - that trip was so goddamn slow that I eventually stopped being stressed. Sure, most moments were an unending litany of job loss --> familial rejection --> streets --> cardboard box --> death, but even terror has to stop to pee. I had full seconds where I stopped obsessing about the future, and sank into everyday boredom. Or hunger. Or I noticed a bird. I would stop thinking about the future, and I would focus on the present.
I don't recommend completely screwing the pooch as the optimal route to anxiety reduction, but if you do find yourself dropped into the shit, perhaps try to find the philosophical good. In my case, ephpany only cost the government one specially fabricated 48" NiBrAl propeller.