Little bit late to start exercising now that you're 300 lbs.. You really let that one go for a while. Why didn't you start looking for help at 200lbs? Or 250? 300 is a whole new level and you probably are gonna have to go through hell and back to be normal again. The trick is to catch yourself before you go overboard, but I guess it wasn't important to you while you were younger.
Start working out AT LEAST every other day. Do SPRINTS. Long distance is alright, but will also eat away at your muscle as well as fat. Sprints are the best for just losing fat, but keep muscle (if you have any to keep).
And about your anxiety
, try meditation
to calm you down - it will help increase your focus as well as your overall awareness. To live a truly happy life, you will need a healthy body.