How should I relieve anxiety?

Meditation. In addition to dr ho's suggestions, meditation and other mindfulness based exercises can be beneficial for anxiety.
How bad? If it is mild, engage in more regular leisure, relaxation, exercise activities. If it is severe, a doctor can help. There are psychotherapy and medications that are effective for anxiety. Probably not worth it if anxiety is mild. Rule of thumb is if anxiety is making you avoid activities, causing social isolation, or occupy much of your attention, then it is severe. Worth it to enjoy life more.