Though I don't recall learning about ambiguous anxiety in Psych 1001, I believe ambiguous anxiety is the aspect psychology that will stick with me most. I picked it up through a tenth anniversary of 9/11 play centered on the psychological problems experienced by those involved. These problems ranged from a fireman's guilt at having survived when many of his colleagues didn't, to a little girl upset at not feeling as sorry for a friend whose father had died as she felt she should.
Though I don't claim to have been through things even bordering on the intensity and horror of 9/11, I could relate to the victims' feelings of not only grief, but also frustration at not being able to define the problem itself. The first few weeks of college were very similar for me. Amid the excitement of the new step I had taken, there was always a sinking, nervous dread under it all. I now know that this was the immensity of the transition threatening to overwhelm my ability to cope, but at the time I was too preoccupied with numerous other adjustments to identify that feeling; the ambiguity drove me nuts. I learned, as a result, the power of identification. We've learned oodles about man's innate fear of the unknown, and this fear explains the ambiguous anxiety surrounding an undefinable emotion. As GI Joe taught us, knowing is half the battle.
If you're interested, here's a link to the aforementioned play: