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If it your first time WFH, the anxiety due to that will pass with time.This is so true. Switching from being in an office (open plan or otherwise) to being in a small room on your own with only your laptop for company can for a lot of people be too jarring.
Not everyone is cut out for WFH, but currently most do not have a choice. Everyone who is not used to it, will go through an initial period of anxiety as your daily routine has been up ended.
From a work point of view, the most common initial WFH anxiety, is 'how will my boss know I'm still working?' quickly followed by 'am I working enough?' - my advice here is: Don't change your work routine. If your office hours were 9am to 6pm, then stick to that, even though you are at home. Don't be tempted to login earlier or work later. Create a division between work and home life.
Do not sit on the couch with your laptop on your lap or the coffee table - this isn't 'WFH Fridays' where barely anyone does any work. You need a proper working environment. If you can designate a desk in your home to be your 'office' then do that. Organise it as you would your real office desk. Try to position things so that you have natural light.
If you find the silence too deafening, there are plenty of 'ambient' sound channels on YouTube that emulate the hustle and bustle of coffee shops and open plan offices, or even waves on a beach and stormy rain-forests if that's your thing.
Use the newly gained free time that used to be lost to commuting on something that helps your wellbeing, i.e. at 6pm, log-off and do some exercise or have a daily bath.
If you are worried about how your work output is perceived, agree with your boss a way to provide timely updates so that he/she is always informed. Do not be afraid to set Slack/Teams/Skype to 'Do not disturb' if you need to - The downside of people not being able to 'see' you is that impromptu IMs increase and can disrupt your flow.
Try to 'get up' everyday. It's easy to just roll out of bed and sit in front of your laptop in your pyjamas, and not shower every day. Don't do this, it will make you depressed and disconnected. Get up, wash, get dressed (as if you are actually going out) - keeping to your normal healthcare routine will help keep you mentally positive.
In the UK at least, we are not currently locked in our houses, so if you can go out for a walk - even during the work-day. You didn't chain yourself to your desk for 8 hours whilst you were in the office, so why do that at home?
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I've been working from home for several years now, and although I don't follow all of my own advice, I have navigated around most of the pitfalls. That said, not everyone is cut-out for WFH, so your mileage may vary.