Learning strategies to manage acute anxiety can be very valuable such as diaphragmatic breathing, progressive muscle relaxation, imagery, and grounding strategies. I often work on teaching these strategies early on in the treatment process to help give you some tools to begin practicing.
Daily exercise will also benefit you strongly in terms of anxiety but I also recognize that holding to a daily exercise routine can be very difficult. I try to work with you to find activities that will actually be feasible and not create dread so that you are getting movement and increasing your joy in life rather than doing something that can feel like a chore.