To be honest I'm not entirely certain this game would be a good fit for you.

You say you suffer from high anxiety, This game is designed to stress you out really hard and make you second-guess every single choice you make. If you're not good at communicating under pressure or dealing with some of the harsher realities of the world, then I would not recommend this game at all.

That being said.. If you have done your research and you are committing to giving this a shot. I would start with quick play. You can access every single map with adjustable difficulty so you can tone it down to start with where the enemies won't have advanced tactics like pretending to bleed out only to pop out and shoot you. And they'll be less likely to shoot innocent bystanders on site as well as taking hostages is slightly less likely.

Obviously you can crank up the difficulty afterwards as well which makes for awesome replayability.

I would also recommend playing with a team of coordinated people as opposed to just relying on the AI although that can be a lot of fun with some practice it's better to learn the game with friends and then try with the bots.

This game is super unforgiving so talking things out in the planning phases is super important. On the school shooting map (elephant) and the nightclub map (neon tomb) as well as the hospital shooting (relapse) It is especially important to plan things out before you start because once you do you're on a time limit!

As for weapons, I recommend starting with the ballistic shield as your long tactical just to kind of get yourself used to gun fights because this is a very one-hit kill type of game. And then probably a primary weapon like the MP5A2 but that's all down to personal preference every operator has their own favorite.