My anxiety was a life long problem (I was anxious even as a very young child due to my childhood) as well but it was a certain series of things that blew it up to the point where I could no longer function. Me being pregnant was a coincidence. I've heard about post natal anxiety but always supposed that was baby focused. I had generalised anxiety - anxiety with no specific focus i.e. I could be anxious about anything and everything. One of my worst worries was that I would get too worried and not be able to cope 
I was terrified that I would lose my mind through worry - made worse by the hallucinations etc which just seemed to prove it was happening.
My therapist recommended a book 'feel the fear and do it anyway' - said it is very american but good, I haven't tried it though.
By the time I went to the CBT I was desperate for anything that would help. But interestingly enough she made me go through my positive beliefs about worry/anxiety. I didn't think I had any but it turned out I did e.g. by worrying I could prevent mistakes/bad things happening, being worried made me more alert and observant, being worried made me more concientious and work harder, worry motivated me. Of course these were all bullshit but they were also pretty subconcious so I acted on them without realising. Once I was aware of them it was easier to notice when they came into play and refute them.
The other major thing I had to learn was how to function without anxiety - I had never done it and so didn't know how. I started by asking dh/close friends how they managed to do certain things without the anxiety - a big thing for me was what the motivation behind doing things, anything in fact, was if it wasn't anxiety. It was a revelation to find out how others think. It wasn't that they didn't worry at all - but it wasn't continuous or behind everything they did.
Making the differention between what is normal 'good' worry and what is over the top is still taking some practice and I do need to watch myself. But I do tend to try and rely on myself for that rather than constantly seeking external reassurance (e.g. from my dh).
We also did a lot on stuff that is supposed to reassure that actually makes the problem worse (e.g. seeking external reassurance).
Also my therapist brought in the idea of proving something within e.g court. Bear in mind a lot of mine was tied up in paranoia so it may not be entirely relevant to you. So if I believed Jo Bloggs thought xyz how rational was it, what evidence could I use to support it. Or if I believed if I did x then abc would follow what evidence did I have of that actually happening, how likely was it. It helped me start to assess things on a more rational basis.
She also introduced 'worry time' which was a set time of day, undisturbed that was set aside solely for worrying about things. Things you thought of during the day were to be put off until worry time (unless you actually had to act on them before then). She also brought up the idea that say something is happening in 30 days time, and there is nothing more you can do about it, nothing you can change, then why waste 30 days of your life in pointless worry. You can put off the worry until the thing actually happens.
Putting off the worry took work but it happened (mostly) in the end.
I appreciate all this stuff may sound like basic common knowledge to most people but I had no idea about all this stuff.