It wasn't a conscious decision, but I slowly realised when I look back at the result of something I was worried about or afraid of, the results were (usually much!) milder that what your imagination tells you could happen. Once I fully realised that, anxiety just didn't have the same power - it becomes easier to manage. It doesn't magically disappear, it's just that the balance of control moves in your favour. That knowledge helps you increase control too in a positive feedback loop. if you choose to let it. Sometimes the results are your worst expectations or worse than that. Still, even then when you reflect back on it, you can realise that you were also able to cope with those result as well. I think it's healthy to be able to reflect when things have gone badly in order to notice that you can survive and even flourish in those cases. Don't focus on the negativity, focus on your ability to overcome the bad situations. I'm not talking about extreme cases here like phobias or disasters, but the anxiety you talk about falls into this category I think. I read a great aphorism that sums it up. That's not an excuse to do stupid shit or things that are dangerous, it's just to encourage you to control your fear and not the other way round. To act in spite of your fear. When you are stood on the precipice of the future, paralysed by fear... jump.
I also agree with this. I mention in another comment that I find gaining familiarity with a place or situation, even if it's not exactly like the experience that's inciting current anxiety, is something that really helps me. I think that is related to what you are saying here, being able to recognize that your anxiety is much bigger than it needs to be for what you are about to embark upon. It was so much easier going to court yesterday after having served jury duty, I can't even tell you. And jury duty was a good 1st experience with court because I knew I was one of dozens being called that day and every one of them was probably just as unused to the process as I was. Plus there isn't the anxiety of having to testify, etc. I also want to say that, while I was really set on making it to court, deciding to use the experience as my #adayinthelife story probably was another factor which really helped me 100% get there and not once think, "Oh I could just miss this, it'd be okay." I went out with a mission, which was to observe and bring back information. There was a lot more personal motivation to get to court, as opposed to just external motivation (being called as a witness).