1. Write it down. The absolute best thing you can do when you’re feeling anxious is to vent, some people are able to do that to friends, family or even therapists. I can’t because it makes me feel a little guilty, which doesn't relieve my stress! I opt for writing my thoughts down. There are a number of ways to do this, the most obvious being a diary, but you could even write letters you don’t post or use an online anonymous service like Letters I'll Never Send. I love that website, whenever I’m feeling stressed I just vent to hundreds and hundreds of completely impartial people and it relieves my anxiety a little and calms me down.
2. Finding a social balance. Anxiety can be brought on by both being overwhelmed and by being lonely. I find that I feel most contented when I've worked out a decent balance of time with friends and family as well as time to be alone and just chill out. It seems like its obvious, but we all go through little stages where we’re constantly around people and then when that stops it can become a little bit of a shock to the system. Just make sure you've got the balance right.
3. Happy body, happy mind. This is obvious. Lot’s of happy nutrients and vitamins and exercise. It doesn't need to be a crazy load, even a walk to clear your head is better than sitting at home in a duvet with Netflix. It’s surprising how much of a difference it makes to your mood.
5. Clarity. Finally, if you need to cry then cry. Sometimes all you need is a bit of a release. Dicken's summed it up far better than I ever could "Heaven knows we need never be ashamed of our tears, for they are rain upon the blinding dust of earth, overlying our hard hearts. I was better after I had cried, than before--more sorry, more aware of my own ingratitude, more gentle."
Hope this helps you, I know learning these has helped me in the past.