Anxiety is a common, healthy emotion that most people experience. However, anxiety can lead to a mental disorder, reducing your ability to cope with feelings of anxiety. When you want to overcome anxiety, don't try to let go of your feelings of anxiety, but instead, build up a coping mechanism when you feel anxious. Knowing how to deal with an anxious thought is key to overcoming this feeling. Don't let worry get over you, as this can lead to prolonged depression - a serious mental health problem.