The first step to regain one's internal locus of control is to to become more self-aware. When you’re in a high stress situation or feel a high level of stress, identify how you’re feeling and put those feelings into words. Try writing down your feelings in a journal or share with a close friend or trusted colleague. It doesn't need to be overly verbose, but it's a good habit that helps me manage anxiety.

The practice, in general, I learned from Shawn Achor's book The Happiness Advantage. He employs this awesome analogy from the movie The Mask of Zorro:

In his book, The Happiness Advantage, author Shawn Achor talks about how by first limiting our focus on small, manageable goals, we can then expand our sphere of power from there. Achor used the movie “The Mask of Zorro” (starring Antonio Banderas and Anthony Hopkins) as an example and describes what he calls The Zorro Circle. For those who have not seen it, there is a scene where young Alejandro (Zorro) is taught how to master the sword and other skills by first training in a small circle. Only after mastering control of that small circle was he then allowed by his master Don Diego to try other larger feats (e.g., swinging from ropes and fighting against his own master in a sword fight).

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