A sense of urgency is a fairly common symptom in people with generalized anxiety disorder (GAD). The disorder is characterized by many kinds of worries, in many kinds of contexts. In order to be diagnosed with GAD, a person should have a cluster of symptoms, and the feelings would have to impair functioning to a certain extent.
If the feeling exists on its own, it may not be related to GAD. It could just be an anxiousness centered around where you’re going or trying to avoid a certain consequence of being late.
To get to the root of this feeling and help manage it, it’s important to follow the trail. In other words, figure out when and where you start to feel that sense of urgency.
Is it on your way to work, going into the grocery store, meeting up with one of your family members, etc.? Once you pinpoint the moment you start to feel anxious and rushed, challenge your thought process.