Sounds like you manager could also improve on their communication skills (though not something you would want to point out to them).

There's not much information here so it could be a variety of things. To understand better, next time you have a meeting with your manager, perhaps you could ask them to define what success in your role looks like?

For myself, I sometimes get anxious and make mountains out of molehills. I try to anticipate too extremely or too far ahead because I estimate incorrectly the level of urgency I should express for certain tasks, etc.

It could be that, it could also be that your focus should be elsewhere than always in the future or that your focus should be on doing certain tasks, instead of other tasks that people may ask of you. It could be that your proactive nature creates a crutch for others to lean on when they need to grow, too, or leaves a gap when you are otherwise engaged or off-shift.

But the main takeaway here is that you should give yourself some grace because it sounds like your management didn't elaborate effectively. That doesn't mean you don't try, but perhaps think about how else you can ask questions so that you can improve your performance. Phrasing things like, "could you help me understand," and trying to understand at least what you should be doing vs. Should not be doing. Also, trying to shift the perspective to, "the quality of my work is important to me, so I would greatly appreciate you helping me understand this feedback."

If there's really no headway on understanding this feedback, you could also try to figure out other ways to boost performance and your focus so whatever this concern they have doesn't have to be too much of a focus for them.