‘Trauma’ can be a frightening word. It conveys a sense of something horrible and awful, and it can certainly be that.
But it’s also true that trauma can appear to be something rather ordinary. It’s not what it is, it’s whether or not we are able to process it and integrate it into whom we are — our experiences and our identity.
Based on what I’ve seen and learned, I think fundamentally trauma happens when we have an experience that we can’t process at the time. It may be something happens when we’re too young to understand what happened, or too hurt, confused and helpless to be able to respond appropriately. But when we have an experience we can’t process, it creates a kind of stuck place, a fixed point in our experience. When that happens, it can become hard to move on, and often require some work (professional help) in re-processing the experience in present time. By re-processing the trauma in present time, it’s often possible to incorporate that revised experience with a greater sense of being able to take care of yourself — and to care for yourself for having endured whatever those experiences may have been.
Once we have that experience of incorporating trauma, it doesn’t mean that things won’t hurt, or trigger us, or pull us out of present time. But it does mean that it’s possible to regain the ability to feel more whole and understand that, even though we may have been wounded, we live life with a more complete sense of whom we are.
I also think that it’s almost impossible to have had the 
experience of trauma without carrying shame about it. Shame seems to be a fundamental defect in our human condition, but I don’t think anyone’s born with shame; it’s learned. It’s learned because we form some kind of self-judgment about something we are, or something we’re not. And the experience of shame is so commonly interwoven with trauma that they can feel like the same thing. I suspect that for nearly everyone dealing with anxiety that shame and trauma play a part, and need to be accepted (again, with professional help) as part of incorporating trauma.
I know people who have a very clear understanding that a specific incident was traumatic; others are clear that a repeated bad experience (bullying in school, for example) became traumatic because of how hurt and confused it made them, and how that left them with low self-esteem. And I know others who simply won’t acknowledge that trauma plays a role in their anxiety. It may not matter whether or not you think trauma is where your anxieties come from; what I think probably matters more is how you treat the anxious places inside yourself: acceptance, caring, support and communication will always be most helpful.
In my experience there are four basic steps to working with anxiety so we can come to see it actually as a kind of friend — an important source of information that is worth listening to.
And the first step is just that: Listening.