Anxiety can be a good thing. We all realize it stops us doing stupid or dangerous things but maybe you didn't realise it can actually help you perform tasks better. A fairly consistent result is that up to a certain point increasing anxiety improves performance but after that it makes you worse.
Some of the original work was done in the US by Robert Yerkes and John Dodson in 1908. They gave their names to this principle: The Yerkes-Dodson Law (or curve).
So we don't want to stop all anxiety in our lives just control when and to what extent we get it so it acts to help not hinder us. You want a surgeon doing your operation who is anxious enough that he checks which operation he is doing but you don't want him shaking.
A more common scenario when you need just the right amount of anxiety is a job interview and you have to wonder if some of these candidates answers suggest they may want to try a different anxiety level at their next interview:
What are your weaknesses?
"I get angry easily and I went to jail for domestic violence. But I won't get mad at you."
"May I have a cup of coffee? I think I may still be a little drunk from last night."