If your getting anxiety just as your starting to take a vitamin, I doubt it's the actual vitamin...Maybe the thought of it going down, ie the choking factor. If you mean afterwards, it could be the actual vitamin as some are coated and have fillers that may not agree with you. In that case there's other multivitamins that are more natural that don't have the extras like gluten or casein(wheat/milk proteins etc) that some people don't agree with.
In your case, try taking the multivitamin every other day or every 3 days and let your body get used to it. I recommend getting efas too(essential fatty acids....They don't call them "essential" for nothing).
And i'm not recommending any particular brand cause i'm not trying to push anything. Efas are relatively cheap and in a big bottle and a good one will have the omega 3,6 and 9s in it. They're good for mood, but also the evidence will show within a couple months with shinier hair and a nicer complexion. :)

The anxiety is felt approx 24 hours after I take the vitamin...Ie: the next day