This is based upon existential angst - fear / dread - which is common to all people as a deep-seated insecurity and fear of one's own freedom. One becomes aware of being finite in a world that is infinite. One realises that one has an undetermined future. One is constantly confronted with possibility and the need for decision and the resultant burden of responsibility.
The term is used best by Sartre and explained as "The reflective apprehension of the Self as freedom, the realisation that nothingness slips inbetween my Self and my past and future so that nothing relives me from the necessity of continually choosing myself and nothing guarantees the validity of the values which I choose. Fear is of something in the world, anguish [angst] is anguish before myself (as in "Kiekegaard)." Jean-Paul Sartre "Being and Nothingness" (Washington Square Press: 1956) pp. 799-800
( "nothing guarantees the validity of the values which I choose" is particularly telling. What is the criteria for choice?)
It is assumed by Christians that this angst is a condition created by God in order for people to find God and eliminate the angst. The angst is the "God shape hole in the heart" and it is filled by God thus eliminating all angst. Christians talk about the the potency of God and Christian fellowship at church in reducing angst and anxiety caused by death, isolation, freedom and meaninglessness.
Kierkegaard speaks of a leap of faith into God in order to quench the angst. How is this leap of faith informed? Kierkegaard says that this is "by the absurd" because the criteria of rationality is left behind.
This Christian cure through a leap of faith (absurd and without rationality) may be so but the same is also possible through any other religion and also through agnosticism and atheism. For example, Buddhist meditation is currently being advocated by psychologists as a means of reducing stress and depression. If Kierkegaard's "leap of faith "by the absurd" lacks the criteria of rationality it is also an equally valid leap of faith to jump into Woden, Thor, Zeus, Shive , Vishnu, etc. The leap of faith works for all religions and not only Christianity.
Then there is the empirical fact that atheists and agnostics can have the same level of angst as Christians. It is also a fact that many atheists and agnostcs find no "God shaped hole in the heart" but live quite well without ever bothering about God and are not compelled to seek God at all.
Becoming a Christian does not necessarily eliminate all angst. The only true cure of existential angst is one's death as all humans experience angst of some sort.
