To "know thyself" has been the goal of philosophies and religions from the beginning of written history. Many see this as a valid quest and many of the religions believe that if a person truly knows oneself, only then will that person know God.
I have been having many of the issues you speak of unfortunately it is not so easy to know oneself. Who is the captain of the ship? Can the "I" really know itself? The "I" or the "I am" is the experiencer or the witness, but it really is not the one always in control although it could be. We are not our minds or what minds feel or think, we are not the thoughts. The mind is a tool, like our lungs we have the ability to voluntarily use our minds, but our minds also work without our volition, our minds change, we do not. I have an anxious response in many situations, but really I do not, my body does, I am not anxious, but whispering to my body to calm down, if I were the body I would be able to control this without so much work. When we truly know ourselves we are the same person no matter who we are with and that is important because much anxiety comes from our questioning of why we acted the way we did. Do not worry yourself over it, when you ready you will learn it. Once you know yourself truly, you are free. Self inquiry and meditation are good tools to start.