An excellent article about creativity, also talks about how it is linked to mental illness such as depression and, of course, anxiety:http://www.theatlantic.com/features/archive/2014/06/secrets-of-the-creative-brain/372299/
I can relate with so much of this article. I was just thinking about how creativity and mental illness tend to be linked. In my case it's usually not depression but anxiety; my brain makes connections to things that aren't real, but it treats them as though they are. I see potential dangers and risks everywhere, even just subconsciously; I won't even know that I'm worried about something until I exhibit extreme physical symptoms of anxiety, and then I dive into my brain to see where it is coming from and often find something ludicrous there. Doesn't matter how unlikely it is; it is real to my brain.
So don't feel like you're defective if you suffer from anxiety; some of the greatest creative minds ever have had the same problem. It's not that your brain isn't working properly; it's that it's working on overdrive. Trying to find a healthy balance is the key I think.