What is anxiety exactly?

I've heard a lot about anxiety and I am not sure if I've ever had it if it's supposed to be something that feels bad. I do notice when I do something exciting like riding a rollercoaster, performing in front a large audience, public speaking, going on a first date, or job interview that I get a sort of wonderful adrenaline rush.

My heart rate might increase and I get really excited and start pacing around getting all hyped up. Yet I love that feeling! I'm addicted to it as an adrenaline junkie, so I don't understand if that counts as anxiety if it's something that feels wonderful. I actually seek out that feeling as much as I can and start to miss it and work towards depression if I don't have it in a long time.

Is that anxiety? The way it is described sounds like it's something that makes people feel bad. I do understand depression and can be prone to it where I'm so lacking in motivation and just want to stay in bed all day and do absolutely nothing at all while thinking negatively and feeling very bad. That's awful and the worst misery to me. Yet I don't understand anxiety if it's supposed to be a bad feeling.

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I have noticed watching other people and also films without possibly feeling it for myself what anxiety looks like. They seem to do similar things as me like pace around except they seem to be getting stressed and discouraged whereas I get excited and encouraged. So I'm not sure if they are having the same feeling as me since theirs looks bad and seems to make them frown while mine makes me happy and smile.

The only thing I think that I felt inside and made me act similar [...]
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[...] was when I quit smoking cigarettes long ago. I got the worst withdrawal symptoms where I was pacing around feeling extremely stressed and bad, not good like before performing on stage, able to think about nothing but cigarettes. That was awful and made me feel bad and irritable. That's the only thing I've experienced that seems like anxiety but actually felt bad instead of wonderful.
What is anxiety exactly?
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