I was asked to do a presentation about mental health focusing on anxiety. This made me anxious when I brainstormed and remembered how many awesome coping skills exist and really it just depends on the situation. So, for whatever your malady, maybe one of these will help.
WONDERING. Instead of berating yourself or someone else for some failure, simply wonder (and it has to be quasi-genuine to work). For example, I wonder what time my perennially late friend will get to the restaurant. I wonder when I'll clean the house. I wonder if he knows that was totally demeaning. Take the emotion out of the situation and simply wonder about it. I find a good "hmm" helps with this skill.
RADICAL ACCEPTANCE. Things are the way they are and sometimes we need to be ok with that. Acceptance means to stop fighting against reality. Stop beating yourself up about the extra pounds. Stop criticizing the way the neighbor is raising her children. Stop wishing that your parents would get back together, or that he'd call, or that you could travel more. You are not single-handedly in charge of making things as they should be; stop "shoulding" on yourself. I'm not saying that you should stop trying and just sit back and let life takes its course; I just mean for you to relax a little. As the Beatles said, "Let it be." Accepting doesn't mean your approve of the thing. You don't have to like that your mother still drinks or you can't do long division to save your life. Just accept it as reality.
ONE THING AT A TIME. When you have a million things on your to-do list, including actually writing down the to-dos, remember that you only have to do one thing at a time. And you'll do that one thing best if you only do one thing at a time. Multi-tasking is a myth. One evening I was stressed with my to-dos as I left work. Wondering how I'd ever get everything done, it occurred to me that, at that moment, the only thing I really had to do was drive. If you are cooking, cook. Showering, shower. Worrying, worry. Crying, cry. Relaxing, relax. (You see the pattern?)
MINDFULNESS. Observe, notice, and fully participate in the current moment. We often live so much in our heads that we don't see the moment. Right now feel the temperature of the room, the smell, the sounds. Imagine the planet and see yourself, in the room, as a tiny dot there. Are you sitting comfortably? Is the food delicious? Notice it and enjoy it. When you are chill the answers will come. And the answer might just be, chill.
WORST-CASE SCENARIO. For the situation, imagine the worst case scenario. If this were to happen how bad would it really be. For most things, it's something you can live with. For example, I often fear that somehow I won't have a job. OK, if that happened I'd rent my house out, move in with my mother, and live off of her. Oh, but what if my mother has nothing to support me with? Then there must be another Great Depression and everyone is hungry and so I don't feel so bad about starving. I could probably survive the worst case scenario so losing my job - although unpleasant - will likely not kill me. And even if it did, eh, I believe in an afterlife.
Remember that anxiety comes from fear of the future, and the future does not actually exist yet. So when you are fearing something that doesn't exist you may be simply preparing for the worst, but more likely you are spending precious energy and time living in a fantasy land. Our brains are trained to solve problems, but when it comes to problems that we've made up (the ones that may or may not happen) our brains tend to loop the problem. We never really solve it, we just perseverate (there's a therapy word for you) and ruminate (picture cows chewing for years on cud because that's what your are doing with this problem) and go crazy.
To put it another way. If you saw a bear a distance off, anxiety would rightly kick in and prepare your possible escape routes, your plan of action should the bear become a real threat. However, as the bear is mauling you, you are no longer anxious. You are a lot of other things (screwed, for example) but not anxious. Because anxiety lives in the future, not in the present. Think about it, when you are in a bad situation, you aren't anxious at all, because anxiety lives in the future not the present.
Anxiety has it's place. It's a guest that makes us get up and go, but let's not give it the spare room and invite it to breakfast.