Sometimes I get anxious when starting a deep work session. I put too much pressure and I got blocked without doing anything. Any suggestions to enjoy the session?

I like to put on some music that I find energizing, but which doesn't have words in any language I speak that could distract me. I close my door, shut off my notifications, and start with a few calming breaths or maybe even a short meditation session to clear my mind of any stressful external things that are going on.
Then, I look at the materials I've gathered as supporting or inspiring resources. Instead of putting pressure on myself to deliver, I think of it as my time to play. Time when it's okay for my mind to be free to focus only on the work I want to do, the thing I want to create, the puzzle I want to solve. And when I'm in the beginning stages of creation I know what I first come up with won't be perfect, and may not even be very much like the finished product at all, it's just a starting point on the journey of creation.
In a way, it can be an act of defiance to carve out time just to work on my thing, without having to constantly respond to the never ending needs, desires, and thoughts of others. My deep work sessions end up being my favorite part of the day, like my lunchtime walk but for my brain instead.

I would suggest doing a deep breathing exercise called belly breathing and your breathing and letting your stomach go up and down and you breathe in your nose and out your mouth. Just pay attention to the breath and your belly moving with your breath. I learned this from my trainer Peggy who I see at the gym and you can do this laying down in bed or sitting in the chair and you can do this anytime of the day. Do this as long as you want to and as long as you are comfortable.

It seems it is caused by the pressure of trying to complete something. Maybe we could try to adjust the goal to be doing something continuously for 20 minutes and keep focus instead of complete it. Choose a task which need focus and maybe make it easier by having an environment that is less distraction. A short duration meditation before starting the deep work session could be helpful to ease the anxiety and maintain the focus.

You need to set things up before the session started. Make sure you had enough sleep, clean up your desk (assuming you are working on a desk), and you already had your meal. Next, in my experience, I give the "Deep Work Session" a unique name, something like "Super Genius Mode On!" And I say it out loud right when I am about to start, this give me confidence , I am talking about a huge amount of confidence. Last,working will never be effective if you don't know what to do. You must have certain goals/objective that you need to clear within limited time of deep work session, prepare it BEFORE the session starts.

Take a deep breath. If you can’t do 25 minutes time yourself for 5 minutes. Whatever amount of time you can do to keep it consistent. You can work up to 25 minutes gradually

Pick a smaller task to accomplish as you establish the havit of focusing on the one task. Then as other thoughts come to mind, especially anxious ones, be sure to write them down. Imagine that piece of paper as a waiting room for your thoughts and feelings. You’ll address them when you have time. And when you finish writing them down, flip the paper over so this waiting room isn’t a distraction itself.

Küçük bir meditasyon ile çalışmaya başlanabilir. Bazen kazanma şansımız düşüktür. Ama bir yerden başlamazsak bir şeyler elde etme şansımızı da kaybederiz. Hiçbir şey göründüğü kadar zor değil. İnsan bunu çalışmaya başladığında anlıyor.

I find that because my day is so busy and full of distractions I feel relief and something close to excitement that my deep work session is coming up. I seem to have little control over most of my time but my deep work session is mine and so that may be why i feel the relief and excitement: at last I have control and can start/progress/finish a piece of work or planning that I need to get done; and use this time as calm focussed thinking time. Perhaps try seeing deep work session as a gift to yourself to help lighten the pressure.