This is a difficult question to answer because whilst it is indeed a common phenomena the cause is often multifaceted. Here are some of the reasons commonly linked to morning anxiety:
1) Generally when people wake with anxiety, they have been already experiencing stress and anxiety throughout the day. On waking, the body tenses and goes into fight or flight at the thought of another day of stress ahead and we therefore begin to associate the early hours with another tough day ahead and a bout of negative thinking ensues before the day has even begun.
2) Added to this, the latter part of the night and early part of the morning generally sees an increase in cortisol (one of the get up and go hormones that can go into overdrive when we are stressed and anxious as it prepares us to deal with any imminent danger real or imagined!) and blood pressure as the body prepares to start another day.
3) If we are already stressed then we are likely to be experiencing poor and often interrupted sleep which exacerbates this problem. We tend to sleep in 90 minute cycles and if these are interrupted (by alarm clocks, noises, eating too late etc) it can increase the feelings of stress.
4) We may also have a genetic heritage of stress and anxiety which can leave us prone to suffering in this way.
5) Diet is also important because if we skip meals, leave long gaps between meals, eat a large meal too late at night (after 8pm) consume too much sugar, caffeine, alcohol or processed foods these can all cause our blood sugar to rise and fall dramatically which puts further strain on the nervous system. During the night the body goes a long time without food which can mean waking with very low blood sugar which in turn can cause low mood and/or anxiety. It can be helpful to have a snack of an oatcake or wholemeal toast just before bed for this reason.
Below are some links that I hope you may find helpful.
and my blogs -
Is fear flooring you or is it false evidence appearing real and
Steps to put a stop to negative thinking
I hope this helps and that the symptoms improve soon.