Is there any reason your GP says your anxiety is not meno related? I know a lot of GPs are sceptical about meno causing anxiety, but all I can say is that my anxiety levels suddenly went through the roof just as I started getting erratic periods and hot flushes... If she's not helpful, it might be worth trying to get another GP. My first one was awful (I laughed at Dancinggirl's quote regarding 'appropriate information and support' since mine was non-existent), but the one I have now is great, very helpful and sympathetic.
Give yourself a bit of space to adjust to this news if you can - I remember when I first found out it was a shock and took a few days to get used to the idea. As you say, at least you now know you are not barking mad or suffering from some terrible disease!