Hi Argh, I was on Effexor once and I did have some rather annoying symptoms coming off it. I felt very emotional, quite irrational, tearful (unlike me). I remember locking myself out of my car and just crouching down and sobbing - it seemed all so overwhelming! However, this only lasted a few weeks and I was soon back to my normal self. Try not to worry about withdrawals as everyone is different and when it happens (if it happens) you will deal with it and it won't last long.
It seems really weird you are being treated for anxiety when you haven't got it. Anxiety is really a feeling of fear. If you have anxiety you will have bodily symptoms, racing heart, sweaty tingling hands, nausea, upset stomach, headaches, a feeling of worry and fear before you do certain things.Some people have it all day long no matter what they are doing and this is called Generalised Anxiety Disorder. There seems no rhyme or reason to it at all. A good description of anxiety is a feeling that something is just around the corner that you are not going to be able to cope with. It is often worse in the morning and better in the evening 'cos the day is over. Do you get any of this?
Good luck with the new meds, it's scary isn't it as you don't know how you are going to react but I hope they help you to feel better.