Anxiety is something that we all experience from time to time, in situations where we feel under some kind of «threat». Anxiety is hard to define in a way that includes all of its aspects, but it is somewhat similar to what we often refer to as «nervousness».
Perhaps more than any other emotion, anxiety is often associated with a set of physical symptoms: muscle tension, rapid heartbeat, increased respiratory rate, headaches, nausea and vomiting, sweating...It is also associated with scary thoughts about the (high) probability and the (awful) consequences of unwanted scenarios. Emotionally, anxiety is associated with a state of alertness, fear or irritability.
Often, anxiety is associated with «cautious» behavior, or with the avoidance of «threatening» situations. These behaviors and avoidances are intended to reduce the anxiety.