It sounds like you are making a hard descision right now. Finding treatment for anxiety is never easy, and never will be, but there are things you can do to make the best descisions for yourself and not be too stressed out or worried in the process.
Therapy and medication both help with anxiety, but in different ways. Therapy is when you are grouped with a specialist to work through a tangle of feelings and try to untangle them, little by little. The goal is to eventually have a day where mental illness is a not a severe problem, and then and only then, will you be able to cure your anxiety.
Medication also helps. You will get pills prescribed to you by a doctor and you can take them, so they control your anxiety. The plus side to medication is that it takes a lot less time for you to be anxiety-free. The downside is that it's temporary, and you might have to continue taking meds for some time to fully cure yourself of your anxiety.
And, of course, you could try to cope with anxiety, but there's no way to know whether your anxiety will improve, stay the same, or even worsen so this isn't a healthy option.
Now, it's all up to you. If I had to choose, I would start with therapy and if that doesn't work, take medication. But I would never try to cure myself.
Well, I hope my answer was of help! Good luck!