I wouldn't say it is ALWAYS a good thing, but I do think that anxiety is normal in lots of situations, and something that you have to make friends with if you want to achieve things in life.
Just ask yourself- is this something that will make my life more fulfilling? Can I live with the anxiety and just do it anyway? If the answer to both is yes, then off you go- enjoy the ride (and do make sure to stay on the correct side of the road)
Gute Reise!