State concerns. Often before a visit, it helps to organize your concerns. For anxiety, you might be bothered by trouble sleeping, trouble talking to people, or even trouble leaving your home. Making a list can help you check to see if you have mentioned everything. You can also write down or just ask things like "i don't want to take medication long-term" and "is this addictive? ".
Sensitive subject. It may depend on who you talk to. If you are visiting a busy city er on a saturday night, it might be hard to talk about your fears. On the other hand, if you first talk with a therapist, they may refer you to a psychiatrist who specializes in anxiety disorders and might even speak with the doctor before you get there.
Anxiety. Discuss your feelings with your doctor openly, and discuss your fears. Your doctor should listen to you and then help you to get better. Do not assume you know what the doctor is thinking.
Counseling. Ask for a referral to a psychologist or licensed clinical social worker who can provide some counseling. They should help you develop some tools that with practice give you a sense of control and confidence that you can manage even without medications.