How to get over overwhelm in a new job?

I've had a few jobs and always on the first day I cry due to overwhelm. When I say first day, I don't mean any training and inductions, but when I'm left alone to get on with things, I just burst into tears.

I've unfortunately had a string of jobs that didn't work out for me (not necessarily the company's fault, more so me and my autism/anxiety, but also bullying)

I'm starting a new job in January so I have some time to regroup, but I really want it to work out this time. If only I could keep my anxiety at bay!

Does anyone have any sensible tips that could stop me from crying and wanting to run out of the front door and drive home and curl into a ball of tears?