A question with an answer.

Q: At what point does dreaming become obsessive, compulsive, and unhealthy?
A: When it stays at the dream level. You have to set goals i.e. go through the traditional goal setting methods.

The difference between dreams and goals, are that goals are specified and written down - And specified exactly. This allows your mind to focus, instead of having a thousand different variations of possible future. What happens is that the creative part of your mind stalls.
If you don't know what you want, how can you expect your mind to achieve it for you?
And as far as anxiety and worry goes - they are the result of imagined negative pictures in your mind that bring a emotional response.

Here's little bit of stats regarding to what people in general worry about:
1. Things that never happen 40%
2. Things that already happened, and cannot be changed by worrying 30%
3. Unneccessary worrying concerning our health 12%
4. Petty problems 10%
5. Actual problems 8%

And out of the 8% there are problems we can solve and problems we cannot solve. So, 92% of all worrying is just a huge waste of time. Hope this bring a little perspective.
Also, worry, anxiety and ultimately procrastination are rooted in fear. Explore a few books concerning that subject.
Fear has many uses. Fear is something that keeps us alive, and out of harms way. However, most often when a person is wandering into new ventures out of the personal confort zone, fear arises. In that case fear is just an emotional response that you should recognize as sign that you are on the right track.
You cannot stay where you are and go where you wanna go. You have to leave 1st base to go to the 2nd. Fear is just a sign that you are on your way.
Know where you are. Know where you are heading. Set goals and add action.