I have (more-or-less) GAD (General Anxiety Disorder) and I can safely say it's likely the one emotion we can entirely do without. Sadness I can understand. Things don't go your way or something bad happens and you morn a loss. Anxiety literally has nothing to do with the external world and exists entirely in the mind of the person experiencing it. I should know. I've freaked out over the craziest things in my life. Especially since in high school I had long on-again-off-again relations with someone who was very flaky and fed into my already existing anxiety. Giving it a breath that has lasted for years - at-least in certain segments of the last few years.
Anxiety makes everything seem both inevitable to go wrong and yet you constantly want to think about whether or not it can or will go right. You cycle through your mind but the more you try to convince yourself the more you feed into it making all your worries seem like reality when all the good just doesn't register mentally. Even if you get what you want you'll still be anxious, because you'll be worrying about keeping it or if you really have it. Anxiety is pointless because it not only is painful it is counter-productive and self-destructive. It causes us to act irrationally and by doing so both feeds the anxiety (the unpleasant feeling) and has us act in a way that will increase the chances of our dread being manifested into reality. When we act on it we give oxygen to the fire of our worries. The best thing to do is to remember it is all in your mind, and even it wasn't all you can control is your own actions and all you want is contentment; so why not just be content rather than constantly scrutinizing everything you have or want which will never make you as happy as just being at peace with yourself will?