For me, aside from the emotion I identify as nervousness, I tend to feel like there are weights on my chest, my muscles feel more tense, sometimes my heart will beat faster and/or my stomach will start to hurt a little. If it's more intense, then I start to feel distracted and don't pay attention to what I'm doing as much--when this happens, my friend notices and asks if I've been taking my meds.
If I feel nervous for some reason, like when meeting someone, I keep a fidget cube on me and I'll stick my hand in my pocket to fiddle with it as I'm talking to them. Not exactly sure why it helps, other than it provides a little bit of a distraction.
Another thing I do is find something to distract me--though this is mostly when dealing with more intense anxiety.
I don't know the entire science behind it, but I think I read that people with social anxiety (which is what I'm diagnosed with, along with OCD) release more of the stress hormone or something. Though I guess that's more evidence of the distress they experience, than it is an explanation for why they experience it....
OCD. I don't know. Some people just have a harder time getting rid of/ignoring unwanted thoughts. OCD is literally intrusive thoughts--intrusive thoughts are unwanted thoughts that come involuntarily and cause some level of distress. That's half the deal with OCD--the other half is the compulsions you perform in an attempt to get rid of the thoughts.
There's actually disorders that are considered to be "on the OCD spectrum", tourettes and addiction are examples. Though, I don't think the OCD being a spectrum model is widely used.