Anxiety is a state of mind that gives way to many irrational thoughts, and is exacerbated by irrational thoughts. For example, a person might anxiously think that nobody likes them, that they are awkward inter-personally, and that everyone has a bad opinion of them. Yet they may have very little to no evidence for these conclusions.
In the first place, keep in mind that we are not objective observers of our existence. We are constantly reminded that our perception of the world is inextricably colored by our subjective lens. Secondly, if a friend expressed the same concerns to us, we would dismiss them as false. Yet, it is often difficult for us to apply the same viewpoint to ourselves.
See this link for a full list of the many “cognitive distortions” that exacerbate our anxiety: