Physical symptoms of an anxiety disorder can be easily confused with other medical conditions, like heart disease or hyperthyroidism. Therefore, a doctor will likely perform an evaluation involving a physical examination, an interview and lab tests. After ruling out an underlying physical illness, a doctor may refer a person to a mental health professional for evaluation.
So I can tell you that panic attacks aren't dangerous, but I recognize that this is "easy for me to say". If you're having anxiety attacks, especially if they're a relatively new occurrence for you, you might not be able to believe this right now. That's entirely understandable when you feel that your life is threatened! You don't need to take anything here on faith. Instead, check it all out. Test everything I say against your own experience, as you work your way through this site.
People with panic disorder often worry about when the next attack will happen and actively try to prevent future attacks by avoiding places, situations, or behaviors they associate with panic attacks. Worry about panic attacks, and the effort spent trying to avoid attacks, cause significant problems in various areas of the person’s life, including the development of agoraphobia (see below).