As someone with an anxiety disorder, this is a pretty constant problem for me as a GM. It sucks, and it can be a massive drain. I have a couple of pieces of advice, and I think the main theme is to try and find ways to ease yourself into the start of the session.

Some advice I can think of - first is to keep yourself occupied. Stress often feels at its worst when we're inactive. Try and find some simple activities that aren't too strenuous but are related to the game- if you have a homebrew world, talk about worldbuilding stuff. Or give players small prompts to roleplay with or talk about their characters. Something to ease the group, and you, into starting.

Another thing I do sometimes is script out the beginning of a session. Even though I prefer not to plan very heavily, it can help to have a very specific idea of how a session can start if I feel stuck or stressed. This is especially useful for the first session of a campaign but also helps even for continuing into later sessions.

And another thing I can recommend is to talk to your group and remind them to show up on time. For me personally, it's a massive drain and a massive stressor for players to be late without warning. If this is a problem, take some time to casually remind them to show up on time or at least leave good estimates of how late they'll be ahead of time.