I have really bad paranoia and Generlized anxiety, infact I was diagnosed as schizophrenic today, which kind of sucks ass. Anyways, you should probably smoke an indica if you can get your hands on one. I get panic attacks if I smoke too much of a sativa, and since this was your first time you probably got a sativa dominant and your mix of anxiety. Also weed causes paranoia in some people, so that could be it. With more experience you should be fine.