Anxiety

For anyone who has struggled with anxiety what were your first steps in seeking help? This last year mine has gotten to an unbearable point. A few months ago I addressed this to my primary doctor and she told me to get more physical activity in my routine and possibly seek a therapist. She left no referrals or anything. I’d rather not see anyone but that’s probably my anxiety talking. I have religiously been going to the gym since then and that doesn’t sound seem to be helping so i’m looking for more options. Thanks.