Anxiety is most usually based on things that have already happened, even if you dismiss or are not aware of your reaction to whatever has caused it. That is, often what we find when we explore the when and how of how your anxiety developed is that what you are afraid of is something that has already happened, that there are reasons why you developed anxiety as a symptom. It then feels to you as if you are not going to survive anything that triggers the same feeling, even if its seems unrelated, whether it's making a phone call, doing an assignment, going in to work, or a relationship break-up.

Avoidance of feelings, tasks or difficult situations to lower anxiety can seem to work in the short term.

Avoidance of anything difficult seems like a solution to anxiety. In the short term avoidance may even seem to lower your anxiety. But in the long term you have to avoid more and more things to keep feelings of anxiety at bay. In fact, this gradually reinforces and increases your levels of anxiety, that is, makes it worse. In turn, this can lead to an increasing sense of helplessness and even depression. Avoidance always increases anxiety in the longterm. Doing is the only thing that decreases anxiety, in the longterm.

One way of treating anxiety is keeping an anxiety diary, and to gradually learn what triggers your anxiety (which can be hard to do on your own if you feel constantly anxious). You can then learn to interrupt your avoidance in small steps. At the same time you can learn how you are trying to look after yourself with your anxiety, and how to achieve this in other, more constructive ways.

1. Breathe.
This is one of the proven, simplest and most effective things you can do for your anxiety. Breathe slower and deeper. Count slowly to four as you breathe in, then count to four as you breathe out, through your nose, not your mouth. This interrupts what anxiety is doing to your body. Keep practicing.

2. Practice kindness to yourself and towards your anxiety.
As I have said elsewhere, your anxiety is serving a purpose, it is your attempt to look after yourself in some way. Acknowledge your anxiety, acknowledge that it's taking care of you, instead of fighting it, or blaming yourself. Do this whenever you remember, many times a day.

3. Awareness: Keep an anxiety diary
Twice a day, morning and night, notice your anxiety and rate it out of 10. Keep a brief note of things that happened especially if your anxiety is high or low on a particular day. Start noticing what increases and decreases your anxiety. This can also help you feel some hope about the possibility of change.

The Reality Slap.  By Russ Harris.  Learn how to cope effectively when life hurts or causes anxiety.  You can also download an MP3[link] of the exercises in the book, which are very useful for developing self-compassion and learning to address anxiety.
The Happiness Trap. By Russ Harris. The book covers in detail how to use mindfulness skills, values, and effective action to enhance health, vitality, and life satisfaction. Based on ACT therapy concepts.
Full Catastrophe Living: Using the Wisdom of Your Body and Mind to Face Stress, Pain, and Illness. By John Kabat-Zinn, M.D. The heart of the book is based on Kabat-Zinn’s renowned mindfulness-based stress reduction program at the University at Massachusetts Medical Center. Anything by this author is worth reading. A deep understanding of the causes of anxiety and depression.
Also WATCH video clip of Dr. Kabat-Zinn.
Your Inner Child of the Past. By Hugh Missildine. How patterns of responding can be established in childhood, and how to support yourself to change them.
The Mindful Way through Anxiety: Break Free from Chronic Worry and Reclaim Your Life. by Susan M Orsillo, Elizabeth Roemer, with forward by Zindel V. Segal. A difficult read, especially for someone suffering from anxiety, but some good ideas.