Lots of people are very successful without ever having gone to college. The BEST way to catch up on learning is to read your heart out. A starting point would be any of these books found on
http://www.highschoolreadinglist.com. If you do decide to go to college, you will have a head start having read these books. If there is a subject you are interested in, try to find a book that can teach it to you, and THEN consider college. You can learn economics, accounting, marketing, real estate, politics, etc from reading. A book only costs a few dollars, but college courses can cost much more.
As far as your anxiety, just try to do one new thing a week to push yourself to overcome your fears. You got this!