Curing anxiety one step at a time

It is almost impossible for me to be in an enclosed space if I can not see out of it.  I will not get on a train if I know it is going to go through any sort of tunnel at all.   There is no doubt in my mind that the time I enter the tunnel will be the time that a disaster will hit and it will be all over for me and anyone on the train with me.   My therapist has recommended CBT for anxiety.  We are now setting goals and developing steps to help me work through my anxieties.