'Express yourself' means 'say what you want to say'. It causes anxiety because it is often hard to remember vocabulary items. I recently lived in Cambodia for some months and now I'm in Japan- two completely different languages and each word has to be learned individually. Often, what I learn today, I'll have forgotten by tomorrow. Then comes the stress when you know that you should know the word, but just can't remember. For students of English, the same is often true, especially if they speak a very different language.
The mnemonic isn't perfect, but it's a useful guide:
i before e- believe
except after c - receive
or when sounded like a - weigh