anxiety about what you aren't doing is one of the curses of living in the modern world. The anxiety of too many choices and what is an incredible amount of freedom to do most anything. What I think makes the difference is you need to put becoming goal oriented really high on your priorities. Finishing things is really important. If you find that hard, practice it. Start small, build up. While practicing becoming goal oriented, blind commitment to it is useful. Later, blind commitment to goals may not be sensible, and you may shift or abandon your goals. But this should be done when you are confident in your ability to set goals and achieve them. I weirdly had to relearn this, when I was young in the 80s and 90s, I just naturally did this. Then in the 2000s, with more awareness of what everyone else was doing, I became anxious about my choices, and felt everything I was doing could be done better. It was actually through doing Brazilian jiujitsu, BJJ, that I relearnt the importance of small goals, incremental improvement. Working with what you have got. The messiness of real life engagement compared to "practice". (BJJ is an excellent way to look after your physical well being as well). Another key thing is, whenever you use the word "should" (as in I should be doing X, or I should be doing Y). Quite often baked into that is some kind of external pressure (sometimes unconscious) to be doing something. If that "should" is causing you anxiety, there's a chance that actually you don't really want to do the thing you think you should. So pay careful attention to "should".
Also, some words of reflection from one of the great stoic philosophers...
A man who suffers before it is necessary, suffers more than is necessary. – Seneca
Also, some words of reflection from one of the great stoic philosophers...
A man who suffers before it is necessary, suffers more than is necessary. – Seneca