I've asked this question about anxiety...many times! My therapists have tended to say that we mustn't look at the past, but the present. However the main point that has been repeated to me, is that you may never know why you have anxiety. I can understand that this isn't the answer we were all hoping for, but it's a very complex matter.
Some people can identify a time in their life which sparked off their problems, such as a parents divorce or a loss of a job. However for many people they will never be a hundred percent sure, or just have no clue. What's always been told to me is it tends to be a range of things that build up until we go 'bang' which in this case would be the cause of the anxiety.
It would be true to say that you could sit with a councillor and trawl through the past to find when it all happened, and perhaps find a trigger which may a hard task for some. But by starting at the roots of the problem, you can figure out a solution.
