Not all anxiety is bad. From The Upside of Anxiety (NYT):
[M]anaging stress may be more useful than banishing it. According to the Yerkes-Dodson Law, a theory that originated in the early 20th century from experiments on mice, increasing amounts of cognitive arousal, or stress, can improve performance — but only up to a certain point. The theory, represented by a curve shaped like a mountain, shows that after the curve peaks, greater levels of stress cause performance to suffer.
When anxiety is turned up too high, Dr. Suzuki added, it tends to become less useful. The first step in taming anxiety that holds you back is to recognize when you’re feeling overly anxious and try to dial it down.