Hello, I have never been to therapy but just wanted to share the methods I've come up with over the years for managing my anxiety. Maybe they can help someone.
My anxiety manifests in what I call "episodes". An episode usually lasts a number of weeks and always has a "focus" - a thought or worry that's actually causing the anxiety. This state of "being anxious" is so distinct to me and feels so different from any other of my mental states that I can pinpoint the moment an episode begins usually to within a few seconds, and I can pinpoint when it ends to within a few days (the recovery is more gradual than the onset). The most obvious symptom is the obsessive thought, the focus, that just will not leave my head even for one second. Sometimes this thought "mutates" over time, almost like a virus evolving to get past your immune system, keeping me feeling anxious even when I thought I'd come to grips with the original problem.
I think these methods help me limit the duration of my episodes, and also keep me feeling less anxious during them.
1. The anxiety is unproductive
If you're anxious over something that you can do something about, like a deadline or a decision, the best thing to do is to tackle the problem. But otherwise, remember that the anxiety is useless. There is no reason to feel guilty about wanting the anxiety to stop. You're not "running" from something.
2. You are not running, you are putting it away temporarily
It may well be that there are some decisions that need to be made about whatever you're anxious about, or some genuine thinking that you need to do. But now is not the time! You need to put the fire out in your kitchen before you starting trying to redecorate it! Trying to engage with this thought in your current state will be a net negative in the extreme, for every 1% of genuine progress you make on the issue you will suffer 99% setbacks in your overall productivity and well being. You are simply putting this thought away until a time where you can think about it without it triggering panic - that will be the correct time to deal with it.
2. It's not your job to stop being anxious
The immediate problem you have is this thought bouncing around in your head constantly. You cannot stop thinking about something by sheer force of will (quick! don't think of a blue elephant). It has been on your mind a lot lately, and so it will continue to be on your mind a lot for a little while, because that is how the mind works. You have to treat this like having a cold. When you have a sore throat, you don't think to yourself that you have to find a way to make the pain stop right now. You just say wow, this sucks, and get on with it. Your job is not to stop feeling anxious. Every minute that passes that you still feel anxious is not a failure. Each time the anxious thought pops into your head again even though you promised you'd stop thinking about it is not a failure.
3. Your job is to continue to be productive and live your life
Just like when you have a cold, all you can ask of yourself is that you continue to be productive in whatever sense is meaningful to you. You are not trying to "make it stop", you are trying to respond to it as healthily as possible.
4. Ease off the gas, but don't take your foot off the accelerator
You are allowed to drop certain responsibilities to make your life easier! Just try to do so in a somewhat disciplined and controlled way. If you go to the gym, continue going - but maybe drop your least favorite exercise, or cut your routine down to a "maintenance" routine. If you normally avoid snacks, let yourself pick up a chocolate bar on the way home from work every day. Drop some of your less urgent chores.
5. Soothing, not distraction
Try to distinguish between things that merely distract you and things that soothe you. Distraction keeps your brain occupied but ends up making you feel worse. Soothing makes you feel genuinely better, if only a little. The two main things that are soothing for me are taking a walk in daylight, and talking to someone who loves me (about anything, not necessarily the anxiety, although it helps if they at least know you're feeling anxious). Repetitive video games, say, are only distracting (to me). One sign that something is actually soothing is that you may find that, while doing it, although your thoughts circle back to your anxiety, they are sometimes tinged with a little more hope and positivity than usual.
6. Just stop thinking about it
When you notice that you're thinking about it, don't feel guilty, don't feel like you failed, but do stop thinking about it. Switch to something else. Of course, it will still be in the back of your mind as you try to do this. That's fine. Just focus on something else.
7. But sometimes, thinking about it is okay
Sometimes, your brain finds an angle on the anxiety that it may genuinely be useful to let it pursue for a little while. A good sign that this is the case is if (1) it's genuinely a new angle that you hadn't considered before, and (2) it makes you feel better, not worse. Often I find I stumble upon these new thoughts while walking. If it feels okay to you, let yourself pursue the new line of thought until you've exhausted it or it's starting to degrade into negative thoughts again.
7. Don't hate your anxiety
Hedgehogs are anxious too, and it's served them well. Evolution creates anxious individuals for a reason, you just need to learn how to harness it productively.