Anxiety is a very common comorbidity with depression. However, from your description, I wonder whether this is not more like social phobia than anxiety per se. Social phobia feels like anxiety but occurs in situations with larger numbers of people than your normal situation; you'd be likely to be on constant alert for what was going on in the room, imagining that people are looking at you and judging you, wondering what people are saying about you, and reading people's actions and expressions as having negative motives towards you.
Generalised anxiety disorder is, unsurprisingly, more generalised - less specific to social gatherings; you might experience it in a range of very different situations and would often be accompanied by some unpleasant physical symptoms.
If I remember correctly you are having treatment at the moment? I would definitely talk about this with both your doctor and your psychologist. ADs can be tailored to incorporate anxiety/panic mangement - e.g. some SSRIs are better for people with anxiety than other SSRIs, and social phobia is usually quite amenable to CBT techniques.
There are several conditions that can manifest in similar anxiety-like ways, so it would be good to have it properly diagnosed so you can sort it out.
Perhaps this is not the "new you" at all, but a transitional you. Here's hoping the real new you is even more fun and better adjusted than the old one!
