Anxiety is a natural state of mind where we worry about events that have happened or will happen. It's an evolutionary trait that humans have because we plan for danger and work around it to survive.
Because your brain is doing so much processing while you're anxious, the good news is that you're actually exercising those brain muscles. The more brain activity you have, the faster and better your brain gets at handling situations and responding to them, hence why it's an evolutionary trait.
Anxiety doesn't necessarily feel good, but it is a way that our minds cope with scenarios and prepare for worst case stations. We use anxiety to plan for the worst before it happens, so that we're ready.
People who don't worry so much are less likely to be able to formulate solutions in a timely manner.