I create a very comprehensive plan for dealing with the stress. I am a lifelong anxiety sufferer and I have found that for me using regular exercise, an anxiety-reducing diet, taking regular risks in order to increase my stress tolerance, going to counseling (for a period of time), using a small dose of medication, and talking to supportive friends/family really helped a ton.
I repeated this process over and over until finally I was able to do the things that gave me great stress (like talking to strangers or working a job) were much less stressful, or even not stressful at all. I think that the key is that you have to create a plan that works for you.
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