Is it true that actors or future actors face anxiety or stage fright during acting classes or auditions?

Stage Fright is common among Actors and us non-acting folks.
These noted performers (and many more) have publicly discussed their stage fright:
  • Barbara Streisand
  • Megan Fox
  • Jonathan Knight (New Kids on the block)
  • Brian Wilson (the Beach boys)
  • Annie Lenox
  • Adele
  • Ella Fitzgerald
  • Stephen Frye
  • Carly Simon
  • Cher
  • Fiona Apple
  • Sir Laurence Olivier

Acting classes and extensive public speaking help get past Stage Fright.  While many performers indulge in meditation, alcohol, massage, etc.,  Sometimes they need to perform enough to relax in front of their fans.  Performance anxiety, like forgetting lines, creates and sometimes increases stage fright and the “jitters”.
Performance Anxiety Cure: How To Overcome Performance Anxiety And Stage Fright In All Aspects Of Life Forever (anxiety recovery, panic attacks, anxiety management, anxiety attacks) by [Underhill, Larry]
When you get “into character”, you have license to be someone other than yourself, and that often gives us – as performers –  the ability to be that person, without stage fright or exposing our personal anxieties.
Before an audition, practice relaxation exercises, learn your script really well, and “break a leg”.
Thanks for reading my point of view!
The Last Word:

Where do you begin when you want to be an actor?

Most actors are “average Joes”.  The key to their successes is desire (which I sense you have), a strong drive to succeed,  and learning the craft.  (You also need to learn the business as well).   There is plenty of work for extra’s and up-and-coming actors.  However, you need to start somewhere.
So you must get out there!
Take acting lessons (at school or informal)
Read all you can, Audition whenever you can, and talk to other people who want to be actors.
Develop that drive and believe in yourself.  YOU HAVE TO MAKE IT HAPPEN.
I hope that you act on your dream to become a performer, and one day you will not be anonymous- but a serious and hardworking actor!
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