What are some strategies to deal with anxiety and jealousy in a relationship?

Anxiety problems are very common with many people.  What you term "getting in your head" is a lot of the problem with anxiety.  Let's start with the basics.  Anxiety, in itself, is necessary in life.  Without any anxiety, we would not prepare for anything and have consistent failure in many areas of our lives.  For example, if I had a test or a job assignment, without any anxiety I would note prepare at all or take the steps to complete the assignment.  I would likely do nothing with the vague assumption that everything would just turn out OK.  The result would likely be disastrous as I would fail the test or not adequately complete the assignment.  If I continued with no anxiety, I would not improve and likely fail out of school or lose my job.  So having manageable amounts of anxiety that cause me to study or complete job tasks is actually a good thing for my life. 

However, when anxiety increases to unhealthy levels it can cause many problems.  The problems can be in any or all facets of my life.  I may be paralyzed and feel overwhelmed all the time.  I may lose the joy of life and struggle with anxiety based depression.  I may feel physically ill at times and dread almost all areas of my life.  Unhealthy anxiety can lead to relational conflict and even failure. 

So that brings us to the pertinent question.  How do I address and manage unhealthy anxiety?  You can look at anxiety (and really any emotion) as a product of our thinking and behaviors.  If I have positive self talk and healthy behaviors, I generally will have mainly positive emotions.  However, if I have negative self talk and function largely in cognitive distortions, I will probably have maladaptive behaviors and feel mainly negative emotions.  Cognitive distortions (or patterns of unhealthy thinking) can encompass several things.  I may have polarized thinking which is thinking to extremes, which will generally cause more anxiety.  I may minimize the positive things in my life and maximize the negative things.  For example, I discount the 10 things I get right in a day and dwell almost exclusively on the one thing I feel I didn't do correctly.   I may have emotional reasoning where I make my emotional state my reality.  In a simple example, I may feel bad about something and then I feel like a bad person.  I may overgeneralize things where I take one event and generalize to a much wider place.  For example, say I lose my job, I may generalize that to think I will never be able to keep a job and that I am a failure of a person.   I may catastrophize and play out scenarios in my life to the worst posiible outcome.  When I do this, I am largely living in a negative future that does not exist and likely will never exist.  I may overpersonalize events in my life through a negative lense.  For example, I have a co-worker that I speak to in passing and they do not respond.  With personalization, I may think that person is angry at me or does not like me when possibly in reality the person did not hear me.  I may also have a lot of "shoulds" in my life.  All these constant expectations that may be unrealistic may lead to disappointment or not being able to achieve all these self-made expectations may give me anxiety.   

As I learn to better identify anxiety causing thoughts and thinking patterns, I have the opportunity to start challenging the thinking.  I can learn to reframe thoughts and replace them with a positive or less negative thought.  I can learn to also balance the scale in my thinking and look at possible possible outcomes.  I can learn to reduce the amount of personalization in my life and realize that most people are focused on their own lives and not on me.  I can learn not to put so many expectations on my life and learn more how to enjoy life. 

I can also learn coping skills for my anxiety.  I can learn grounding techniques that get me out of my thoughts by exercises that put the focus on my other five senses.  I can learn how to better self soothe through breathing exercises or progressive muscle relaxation.  I can also learn to better distract myself with other more positive activities and not stay in ruminating thoughts that are unhelpful. 

Therapy can help process things from your past and tendencies in your life.   Jealousy would be part of a negative thought pattern.  Instead of focusing on what I do have in my life, I rather focus on what I do not have.  I may idealize this "perfect" life or think that having things or people I do not have will somehow make me OK with myself and make me happy.  It has been my experience that the things you think you have to have in your life rarely result in what you think.  While getting something new or being involved with someone new might make you happy for a little while, you will quickly realize that it is just a bandaid over the real problem in how you think and possibly the things you believe about yourself.  We tend to think certain things will make us happy or even look forward to some future time in our lives where everything will just be perfect.  In reality, if we can't learn to have peace and happiness in the present, we will likely not have peace and happiness in the future.  Real peace and happiness only comes from within and no outside thing or person can supply that to us longterm.  Relationships and even things might can enrich our lives, but they cannot fix us.  The quest to find serenity from the outside is largely a futile one. 

I hope you engage in therapy to address whatever is going on your life and get to a better place.  Thank you for your question