Think i may have anxiety but not sure what to do

Ive always assumed i was pretty shy but people tell me im just anxious.

Im noticing i miss out on a lot of stuff because of it. For instance i was hungry one day but didnt go to the BX just cause i was nervous about seeing other people. I get really nervous talking to people and stuff like that. i dwell on things a lot and it takes away from my focus. The only time im ever really fine is when im in complete control of a situation.

I would like to talk to someone to see if theres a way to fix it but i don't want it to go on record or anything as im attempting to cross train and im not sure how it would be effected. Any tips on what i can do?