"Whoever has learned to be anxious in the right way has learned the ultimate."—Søren Kierkegaard, The Concept of Anxiety
For Kierkegaard, in Begrebet Angest (The Concept of Anxiety), anxiety is the fear we experience in the face of freedom. Kierkegaard uses the example of a man standing on the edge of a cliff. When the man looks over the edge, he experiences a focused fear of falling, but at the same time, the man feels a terrifying impulse to take a "leap of fate" and throw himself from the ledge. That experience is the anxiety we experience in recognizing our own freedom and the possibility of choosing our own destiny.
Anxiety informs us of our choices, our self-awareness and personal responsibility, and brings us from a state of un-self-conscious immediacy to self-conscious reflection. Kierkegaard coined this our "dizziness of freedom."