I work with a lot of people who are struggling with "anxiety". I say "anxiety" becomes sometimes what they are actually struggling with is simply fear. And the anxiety comes from not turning and facing the fear. Why is that important?
When we run away from things which scare us we only perpetuate the belief that the fear is unbearable. The fear also grows every time we avoid the thing which we fear. Let us say you are afraid of public speaking (a fairly normal and innocuous aversion). Your job requires you to make presentations, but you skillfully manage to avoid it time after time. This confirms in your mind that there is something to fear. It also compounds the fear every time you are confronted with the need to speak in public. You then start to dread the next time you will be asked to speak in public and worry about what excuse you will devise, because you are starting to run out of them. You then start to worry about worrying. See how it escalates?
Now imagine the opposite scenario. You agree to speak at a small gathering to start with. You face it and do it. You give a speech that is a bit clumsy and awkward, but you do it. You now know that it can be done. You did not die or pass out. You didn't completely embarrass yourself. You were able to form words and actually give the speech. Now your only worry is how to do it better, and this is something you can face. "Next time I won't start with a joke I haven't tried out on anyone." "Next time I will practice saying the speech out loud to see how it sounds." Now you have concrete tangible goals you can work on rather than the nebulous "unknown" which only grows in your mind. You will also have the satisfaction of knowing that you did it. You faced it. You survived it. This will be a good lesson for the next fear you face. You will also develop coping skills for facing fears; deep breathing, talking it through with someone, going for a walk beforehand to burn off excess energy, etc. The knowledge that fear can be faced and the skills for facing it will serve you well.
These exact same concepts apply to others fears, whether they are terrifying memories of a traumatic event, fears of intimacy and having relationships, fears of being alone. Turn around and face those memories, try a new relationship, practice doing things alone. It is the only way to get better. You will survive. You will grow. You will get stronger. And you will have greater peace of mind and less anxiety from having faced down those fears and having taken your life back.