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.
Anxiety disorders are characterized by a general feature of excessive fear (i.e. emotional response to perceived or real threat) and/or anxiety (i.e. worrying about a future threat) and can have negative behavioral and emotional consequences. Obsessive-compulsive and related disorders are characterized by obsessive, intrusive thoughts (e.g., constantly worrying about staying clean, or about one's body size) that trigger related, compulsive behaviors (e.g. repeated hand-washing, or excessive exercise). These behaviors are performed to alleviate the anxiety associated with the obsessive thoughts. Trauma- and stressor- related anxiety disorders are related to the experience of a trauma (e.g., unexpected death of a loved one, a car accident, or a violent incident) or stressor (e.g., divorce, beginning college, moving).
Depression is a condition in which a person feels discouraged, sad, hopeless, unmotivated, or disinterested in life in general for more than two weeks and when the feelings interfere with daily activities. Major depression is a treatable illness that affects the way a person thinks, feels, behaves, and functions. At any point in time, 3 to 5 percent of people suffer from major depression; the lifetime risk is about 17 percent.

Since anxiety disorders are a group of related conditions rather than a single disorder, they can look very different from person to person. One individual may suffer from intense anxiety attacks that strike without warning, while another gets panicky at the thought of mingling at a party. Someone else may struggle with a disabling fear of driving, or uncontrollable, intrusive thoughts. Yet another may live in a constant state of tension, worrying about anything and everything. But despite their different forms, all anxiety disorders illicit an intense fear or anxiety out of proportion to the situation at hand.
The above statements are two examples of what a panic attack might feel like. Panic attacks may be symptoms of an anxiety disorder. Historically, panic has been described in ancient civilizations, as with the reaction of the subjects of Ramses II to his death in 1213 BC in Egypt, and in Greek mythology as the reaction that people had to seeing Pan, the half man, half goat god of flocks and shepherds. In medieval then Renaissance Europe, severe anxiety was grouped with depression in descriptions of what was then called melancholia. During the 19th century, panic symptoms began to be described as neurosis, and eventually the word panic began being used in psychiatry.
The last strategy — learning what triggers your anxiety — is important. Sometimes you can take small steps to conquer your anxiety instead of letting the trigger conquer you. For example, if meeting new people causes you high anxiety, consider going with a friend to meet the new neighbors. Once you do this with ease, you can move forward and meet people on your own. All the pent-up fear and anxiety attacks will start to resolve as you become accustomed to reaching out in your community.
The cognitive effects of anxiety may include thoughts about suspected dangers, such as fear of dying. "You may ... fear that the chest pains are a deadly heart attack or that the shooting pains in your head are the result of a tumor or an aneurysm. You feel an intense fear when you think of dying, or you may think of it more often than normal, or can't get it out of your mind."[22]
Panic disorder involves repeated episodes of sudden feelings of intense anxiety and fear or terror that reach a peak within minutes (panic attacks). You may have feelings of impending doom, shortness of breath, chest pain, or a rapid, fluttering or pounding heart (heart palpitations). These panic attacks may lead to worrying about them happening again or avoiding situations in which they've occurred.
Cognitive therapy and exposure therapy are two CBT methods that are often used, together or by themselves, to treat social anxiety disorder. Cognitive therapy focuses on identifying, challenging, and then neutralizing unhelpful or distorted thoughts underlying anxiety disorders. Exposure therapy focuses on confronting the fears underlying an anxiety disorder to help people engage in activities they have been avoiding. Exposure therapy is sometimes used along with relaxation exercises and/or imagery.
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