It depends on what causes the anxiety, but usually it will involve some amount of confronting that thing that makes you anxious. Exposure therapy is super effective for phobias, for example.

I decided to comprehend life. I made a life binder. I started by listing out and organizing everything I did or was supposed to do in a day. Morning routine, diet, chores, exersize, sleep. I made sure there was nothing else in my life that I didn't understand. My binder helped me find ways to accomplish the overwhelming everything, little by little, step by step, one hour, day, week, at a time. And because I pulled everything in my life apart to look at and work on, I found all the deep seated issues that were causing the endless thoughts and physical symptoms. Also, get a friend who is a really good listener.

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