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All these therapists talk about helping me cope with anxiety and depression, but I don't even know what anxiety is! Please help me understand. 

Dear Kind Soul-

All these terms and conditions and diagnostic labels can get confusing. The simple answer is that anxiety is that "butterflies in your stomach" feeling. It's nervousness. It's that feeling you get right before you kiss your crush :) If you would like a more educational definition, I will introduce you to the Diagnostic and Statistical Manual of Mental Disorders, 5th Edition (or the DSM-5 for short). The DSM-5 is the authority on the classification and diagnoses of mental disorders; it lists and describes everything from Pica to Gender Dysphoria. Within the DSM-5, anxiety is listed as the umbrella term for various anxiety-related disorders. Thus, some of the disorders listed under "Anxiety Disorders" include Generalized Anxiety Disorder, Posttraumatic Stress Disorder and Obsessive-Compulsive Disorder. When we're talking about common anxiety, we're most likely talking about Generalized Anxiety Disorder (GAD). To copy straight from the DSM-5, here are the criteria for GAD:

A. Excessive anxiety and worry (apprehensive expectation), occurring more days than not for at least 6 months, about a number of events or activities (such as work or school performance).

B. The individual finds it difficult to control the worry.

C. The anxiety and worry are associated with three (or more) of the following six symptoms (with at least some symptoms having been present for more days than not for the past 6 months):
Note: Only one item required in children.
1. Restlessness, feeling keyed up or on edge.
2. Being easily fatigued.
3. Difficulty concentrating or mind going blank.
4. Irritability.
5. Muscle tension.
6. Sleep disturbance (difficulty falling or staying asleep, or restless, unsatisfying sleep).

D. The anxiety, worry, or physical symptoms cause clinically significant distress or impairment in social, occupational, or other important areas of functioning.

E. The disturbance is not attributable to the physiological effects of a substance (e.g., a drug of abuse, a medication) or another medical condition (e.g., hyperthyroidism).

F. The disturbance is not better explained by another medical disorder (e.g., anxiety or worry about having panic attacks in panic disorder, negative evaluation in social anxiety disorder [social phobia], contamination or other obsessions in obsessive-compulsive disorder, separation from attachment figures in separation anxiety disorder, reminders of traumatic events in posttraumatic stress disorder, gaining weight in anorexia nervosa, physical complaints in somatic symptom disorder, perceived appearance flaws in body dysmorphic disorder, having a serious illness in illness anxiety disorder, or the content of delusional beliefs in schizophrenia or delusional disorder).

Phew! So there you go. Anxiety defined in a way that is pretty thorough. Take from it what you will, but if you feel as if you are struggling with anxiety to the point where it is impairing aspects of your life, please seek out a professional for help!

Breathe and relax.