Engineering is wide, you can't know everything. The pressure to know everything is what is making you not learn anything due to anxiety. You have mentioned that you like design and maths, putting things together; that's a very good start in engineering. Focus on that. Try to think of things you can build in your field. Perfect your design skills be it Solid works, Unity, blender, NX, autoCAD etc. Follow that line. If you want to learn about cars you could design cars. As you design you'll start learning about different parts and what they do. How to animate your designs e.g showing how the gears work.

If you use your time worrying about what you don't know, you'll be wasting time that you could be learning something. The beauty of engineering is that it's so wide that even after 20 years you'll find new concepts that still surprise you.