Will untreated anxiety disorder lead to any difficulties?

Yes: It will make you feel miserable or at least uncomfortable quite often. It may interfere with your relationships and work. It may reduce your ability to make rationale decisions. Why suffer? Get some help.

Yes: By definition, a disorder is a problem that you have and therefore affects some part of your life. If you are a little shy or worry sometimes, then you do not have a disorder unless it is interfering with your life. People with anxiety disorders are unable to take care of themselves for fear of even leaving their home or going to shopping centers. Most are unable to work or work productively.