How do I overcome putting too much pressure on myself?

Various people recently including my hairdresser say I put a lot of pressure on myself. I see it as I wont settle for what I don’t deserve and I’m looking for things that are great, not just simply OK. This applies to relationships, lifestyle and career. I know sometimes I want something so much that I get scared it won’t happen and I’m anxious until I do get. When I do get it I’m not ecstatic though because thats what I expect of myself. I don’t necessarily see it as an achievement. My close friends and family tell me I will be successful but I still am anxious. I mostly get what I want, so to a degree this approach to life is working, but over time its making me unhappy and fearful therefore holding me back. Have you experienced this and what strategies and/or approaches did you take in overcoming this?