OP, this wouldn't make me anxious at all, but I would find it deeply infantilising and frustrating. It's not good team building either, unless the aim is to unite you all against the company (maybe that's the hidden agenda?). It's very hard to combat without being seen as The Wrong Sort of Person, particularly when you're so new, and pursuing any sort of formal response is very stressful indeed. Do try though to talk to your manager about how anxious this is making you and explore whether there are any alternatives to this training programme.
Ranvir to Julie is overt racism and it's a shame that person didn't feel able to report it. I realise in reality lots of people put up with lots of discriminatory shit, including me, but it never gets better if no consequences, does it?
I used to work, many years ago, in a public service, which members of the public could call. It wasn't considered customer service back then, just 'answering the phone', and the service was a bit of a magnet for difficult people, so the manager told us not to use our real names. On the wall, there was a list of all of our selected pseudonyms so we could work out who someone had actually spoken to if they called again - we went to town on that and our very ordinary little home counties service employed, from memory, a Hieronymous, a Gandalf, a Fernandina etc. That was probably a bigger team building activity than anything EE are up to.