Rocky, I dealt with severe anxiety for about 6 years of my life in my early 20's. It controlled my life, and basically everything was put on hold during that time. I got into drugs and basically screwed my life away during that time. I found a fantastic therapist that teaches CBT (Cognitive Behavior Therapy) and was able to come out of it in less than 6 months, never to return again. That was 2 years ago, and i've achieved twice as much in the last 2 years as I did from the age of 18 to 27 (I am 29 now). If you have anxiety problems, look into CBT. It quite literally saved my life. Feel free to PM me if you want more info.
Anyway, back to finasteride. Quite honestly, if you feel you don't have reasonable control over your thoughts and worries, finasteride might not be a good choice for you. Since you already display fear and worry about side effects, i'm willing to bet you will experience them. If you are more of an obsessive person and see yourself researching every little symptom you find while taking it, definitely don't start until you are menatlly prepared for it.
I fell into the trap a while back and drove myself crazy over finasteride symptoms that I realized were all in my head. If you want to commit to taking it (I do recommend it, i've personally had great success with it) I would suggest you take it and stay away from researching anything related to it. Stay away from forums, especially!