Exactly that.
For example, one of the best things a therapist said to me was along the lines of 'you're not that important, you're not that powerful, no one is thinking about you or looking at you all the time'
For us that suffer anxiety, particularly where we have had this background, we fear people are doing things 'to' us, are making decisions because of us, looking and thinking about us (usually we perceive this in a negative way)
But they're not. They're just living their own lives, their own thoughts about what its important to them, their own anxieties, they may even be worrying that you are looking or thinking about them badly.
So when you're walking down the road and someone looks grumpy to you, you might perceive that as hostility, or they're thinking negatively about you, when in fact they literally havent even seen you.
You see a friend in the shop or street or wherever and they dont acknowlege you, or they dont wave back. You may internalise that as they hate you, they're angry at you, they're rejecting you. But alternatively they're locked in their own thoughts, didnt have their glasses on, upset about something.
Learning that something is not 'all about you' is a way to relieve anxiety but equally empower yourself that your experiences with society are not just negative ones.