There is a part in your brain that you use mostly when young, it is like a database, you use it without being concious, basically fight, flight or freeze, it is very powerfull, it may turn you anxious but the brain doesn't care, it only cares about survival and reproduction, it evolved this way. It memorizes all things you experience while young and works on these memories. If you have bad/fearfull memories you can getget anxious when doing things, because the brain uses this database and only sees the negative outcome.
When getting older(early 20's) another part of the brain develops, it is less powerfull but you can use it concious, and you can train it by doing things multiple times and create neurological links. By doing fearfull things but it turns out to be not that bad you remember it was not bad actually, do it multiple times and you create this new link and it becomes easy and you will not get anxious anymore. 
But if you don't train and don't use it concious you go back to the default younger part that is fight or flight and be anxious and work on your old bad/fearfull memories and you will feel anxious.
Which memories you create and experiences you have as a child are important and decide if you become more anxious or couragious later in life, but it is not something permanent, brains can be changed at any age, they are very plastic, like exposure therapy you can overcome fears for example by practicing and seeing it is not scary anymore, you change/replace the bad memories.

I left out difficult words and kept it simple, but it is all science and they talk in detail about how it works and how the parts in the brain are called, and how you can turn the fear into fuel.
Just some great info knowing how general anxiety works, it is not the cure, many kinds of anxiety and everyone is different, there are many other tools/knowledge, but it is a large part overcoming anxiety for me.
I was listening to this podcast on The art of manliness, he explains it much better and tells about his anxiety and how he turned it around, he was afraid of flying and wasted many opportunities, untill he did it for his daughter(this is a very strong tool, overcoming fear for someone else or changing your life for someone else, like quitting alcohol or drugs when a baby is coming for example), after this he really started to like flying.