I went on my first run tonight and here's what I put in place to ease my anxiety, for anyone who also suffers
-playing music, most people use it to motivate them, but music also takes you out of the situation, it's a nice distraction when you are feeling anxious
-going early morning/late evening, less people around which anyone with anxiety will appreciate. Personally I went at night because even less people out, no one can properly see you, and running under the stars is BEAUTIFUL :0 I understand this might be more risky in a city, especially for women, so consider safety too