Cymbalta is not indicated for the treatment of anxiety disorders. This is an adrenergic agent that primarily effects the turnover of Norepinephrine in the central nervous system. The drug is a stimulant, which is why it is used to treat more severe forms of endogenous depression. Therefore, it is more likely to worsen anxiety.
Never-the-less, the drug takes several weeks to accumulate to a steady-state (therapeutic) level, and adverse reactions would not appear following a single dose. That you were "okayed" suggests a lack of physiological findings, and your experience is more indicative of an anticipatory reaction (ie: you were likely nervous about trying a new drug).
Ummm I take cymbalta for anxiety and it works quite fine.... Im pretty sure that a lot of people take it for anxiety/depression