I have had a problem with shaking. I thought it was the amount of caffine I was consuming. Stopping didn't help. Could it be stress, or other?

Shaking. It could be stress, anxiety or even some other type of neurologic disorder. Seek out a neurologist or psychiatrist for an evaluation.
Tremors. I agree with dr. Weinstock that your tremors could be anxiety related, or could be related to various possible underlying issues. I agree that you should stop taking coffeine and smoking ( if you do). Exercising is always positive. Talk to your primary care doctor and have your baseline labs done (including thyroid function test). If "medically cleared", consult with psychiatry or neurology.