Sounds like the thought of starting new in a new place with new people is what's scaring her. And that's quite understandable, I felt like that when I started work in a huge new office.
I don't really have any advice to offer you as mine haven't experienced this, the only thing I can suggest is talking with her and telling her your own experiences of new jobs, school, college etc and also try to get her to see another perspective eg get her to put herself in the shoes of another girl starting at the same college at the same time so she can see that everybody in her class is going to be as scared as her.
I'm sure someone will be along soon with more advice.
I work with children who are anxious/worried/depressed and its not uncommon for these symptoms to manifest when they first move the school. But as a general principle most already have an underlying problem. Is your daughter anxious by nature? Are there other problems in her life? Talking to her is definitely good but teenagers don't always listen to their parents however good the relationship is! If she will it's often worth talking to A N Other there are a variety of people you could consider a lot depends on how bad it is. If you have a good sympathetic GP that's one road to go down let her go alone but speak to the GP first so she's not going in cold and they sit and look at each other and nothing significant is said (having asked her permission to do this). I did this for my DS who was anxious about exams and becoming increasingly angry and just the chance to voice his worries to a independent person transformed how he felt., a school counsellor or even a sympathetic tutor, a family friend/relative who she respects finally we have a lot of success with a CBT trained counsellor who specialises in paediatrics (very expensive and hard to find) and only IMO a first line approach if your daughter's anxiety is so debilitating she displaying signs of severe anxiety; school refusal/panic attacks/ OCD etc. If you believe she's clinically depressed then you need to seek medical advise and maybe a referral to CAMHS.
Thank you schoolnurse for the fab advice. I am please to say that for the last few days she has been much better and I do wonder if there may have been issues with school friends that were making her like this that have now been resolved. I will keep my eye on her incase her mood lowers again.