Anxiety is not an illness nor is it something wrong with you. It is a normal human reaction which we all have, which naturally
occurs in situations that make sense to us; watching a horror film; in a nightmare; or a situation of real external danger or risk. It is when we have these powerful feelings in a situation, where they seem inappropriate or excessive that it becomes a problem.
We, on the other hand, have an astonishingly sophisticated mechanism to learn to respond to new dangers. In any situation that led to very unpleasant feelings, where those feelings led our mind to believe that something awful or dangerous was happening, we quickly learn to protect ourselves in case that situation occurs again. Because our sub-conscious mind believes that the threat is to our survival, it doesn't leave it to our slower conscious mind, but takes over at the intuitive level. Here it can instantly control all the necessary physical systems.
This mechanism works well for all situations of real danger. The problem occurs when we have those feelings for some other reason. This could be as simple as embarrassment, suddenly feeling unwell for no immediately obvious reason, a daydream we are only half aware of or everyday stresses that have built up over time until some trivial extra incident causes a reaction that makes the adrenaline flow and we sweat or feel sick etc.
Consciously we may well be aware that our reaction is disproportionate to that specific situation, but our sub-conscious mind still wants to protect us from this "danger", these feelings, happening again. Our mind decides that there is something about the specific situation which is dangerous, after all it is here that the problem occurred.
So next time we approach this or any similar situation, our mind will warn us the only way it can, by setting off the fear mechanism, preparing us for danger. So once again in that situation we have a horrible experience that reinforces the danger.
These mechanisms are completely outside our conscious control. No amount of people saying "pull yourself together" or "there is nothing to worry about" can possibly have any effect. We simply can't intellectually control our heart rate, or the release of adrenaline into our blood!
We may well know the situation is not dangerous, but that does not affect this survival mechanism.
Worse, we start to worry that there is something wrong with our mind, we feel out of control - "am I going mad?" or that there is something wrong with our body; do we have some illness such as a heart problem or even a brain tumour. In turn this makes it far more likely that we will have stronger reactions in the future to the now "feared" situation.
At first it may be that the acute anxiety only happens when these events occur. But that overwhelming anxiety is itself so horrible that inevitably we start to worry about the event happening. This develops into worrying that it might happen in an ever increasing list of similar situations. Once this happens, we start to look for the feeling and worry about it occurring, and with the way feelings work this inevitably makes things worse. Like any physical symptom, the more we focus on it, the more aware we become of it, the worse it becomes. We begin to fear the fear.