Hi AMichelle and warm welcome
Great you've found your way to our community. You will find there are many people who experience the same thing as you - especially when it comes to training / or learning something new.
I'm exactly the same. My anxiety levels skyrocket and this in turn makes it impossible to learn. Currently I'm learning photography and lightroom post production. It stresses me no end and I get very defensive, come out in a sweat, my ears and eyes turn off when someone tries to show me what to do. Ugh. Don't you hate it?
What do I do to cope - I kind of take a step back and breath. Turn away, go to the loo, go for a walk - and breath. Come back sit down and see how it goes. Often it doesn't work and I persevere through the session. Later when I'm sitting on my own, feeling calm (anxiety reduced significantly) I look at the things people have been trying to teach me. Sometimes I understand sometimes I don't. The big thing is - the brain is a huge organ. It has the capacity to take in lots of new information. However, when we're stressed/anxious the neurotransmitters in the brain don't work as effectively and cause blockages - making learning difficult. It doesn't mean you can't learn or don't really want to learn. It's just very difficult when you have that blockage.
I've found for myself, learning to destress and to reduce my anxiety about not knowing everything has helped me learn. For me, it takes time. Some days are better than others. It all depends on if I've had a good night sleep, whether I'm feeling good or bad about myself.
Hope some of this helps AMichelle to understand what may be happening to you. Everyone is different, so you may not see any similarities. I guess the challenge is to then find what is happening for you when it comes to learning something new.