Why do I feel this way if I am privileged and dont really have anything to worry about?

Alright, the thing with this question is that the person asking it is implying that privileged people have no worries. Privileged people have many worries, in fact, sometimes more than poor people. Sometimes when you are privileged it is easy to worry that you will lose those privileges. There are basic worries that every human has, being privileged does not exempt you from worries. Every human being worries for the people they love, or their grades, or that they could lose something important. Being privileged does not negate those worries, and no privileged person should ever feel guilty or weird for having them. It's a human thing.

Bad things could happen to anyone, regardless of whatever privileges they may have! And everybody is privileged in some ways compared to other people. Your own problems are just as important as anyone else's because your feelings are just as important as anyone else's. You shouldn't feel guilty about completely normal and healthy human emotions such as anxiety and worry.

Being privileged doesn't mean you are free from all problems. It just means you don't experience the same problems as others do.

privilege of any kind doesn't somehow negate your feelings. everyone suffers. many people, with and without privilege, struggle with their mental health, and that's okay. mental illness doesn't discriminate, and you, like everyone else, deserve to be happy. something else to remember is that while environment absolutely impacts mental health, there are so many other causes that could apply to you, like biological or genetic components to mental illness. in short, you can absolutely feel however you're feeling and be privileged. one doesn't negate the other.