Not only Arjuna, but every one of us is full of anxieties because of this material existence. Our very existence is in the atmosphere of nonexistence. Actually we are not meant to be threatened by nonexistence. Our existence is eternal. But somehow or other we are put into asat. Asat refers to that which does not exist.
Out of so many human beings who are suffering, there are a few who are actually inquiring about their position, as to what they are, why they are put into this awkward position and so on. Unless one is awakened to this position of questioning his suffering, unless he realizes that he doesn't want suffering but rather wants to make a solution to all suffering, then one is not to be considered a perfect human being. Humanity begins when this sort of inquiry is awakened in one's mind. In the Brahma-sūtra this inquiry is called brahma jijñāsā. Athāto brahma jijñāsā.