Feeling worried is a natural reaction much like being surprised or angry. However, it's a unique reaction wherein an individual can feel it more easily than any other emotion harboring in our minds. The best way to look upon the feeling of worry is to look closely at the feeling of fear. Both have similar bodily sensations and provoke nearly the same thoughts in your mind and yet they are defined and expressed in different ways. Calm comes before happiness. Frustration comes before confusion. Sadness comes before emptiness. Worry comes before fear.
So think of worry as a precursor to fear. Take, for instance, a wife's worry for her husband. He's taking a long journey from Florida to California. Worried that something may happen to him via plane, he begins to fear the idea of taking a non-stop flight. Instead he opts to go via car. His wife kisses him on the cheek on the morning of his departure and he slips into his brand new vehicle with that new car smell. For the first day he calls his wife frequently from the road. On the second day, though, the calls suddenly stop. Confused by the sudden change in behavior, his wife worries that something may be wrong. What is she feeling right now? Her thoughts are riddled with minor scenarios of the car breaking down at the side of the road, he got caught in heavy traffic and couldn't get to a phone or his cell's last bar has been used up with no way to charge it. She can go on with daily activities but in the back of her mind she is thinking about him. When he still hasn't called by the second evening, worry turns to fear. The scenarios suddenly become more elaborate and strange (i.e. he was in an accident or he was abducted from his car in the middle of no where by green men). She frets and paces back and forth, heart racing and palms sweaty. Then the phone rings and it's her husband saying that his cell wasn't picking up any signals and he didn't want to stop the car to call because he was already a few hours behind schedule.
So why do we feel worried? Why do some people have the Charlie Brown syndrome where everything needs to be worried about at all times? Worry prepares us for the worst as does the stronger feeling of fear. When in a state of worry, our minds go to the places where they wouldn't normally go. We dream up the silliest or "it could never happen" scenarios so when we do get to the event or person in question, we can look back and laugh at just how silly we have been. However, worry (and fear, of course) puts us in a state of preparation for getting to the event or person and learning that something bad did happen. Our minds and bodies were already prepared for the shock thereby making coping with that event a little easier. Understand that worry as a defense mechanism or as a way of preparing yourself for what's to come is not 100% effective. If it should happen that the worst does come, worry will fade and new feelings will arise - sadness, frustration, grief, etc. Each feeling has a pre-feeling that prepares us, enables us to deal with the events.