Worst case scenario thinking is healthy, worst case scenario believing is not. And there's an important difference. Prudence in life requires that we understand the ways in which things could go wrong, and have some idea as to what we would do if they did. That's worst case scenario thinking. We imagine various negative scenarios enough to prepare for them, but no more than that. Too much imagination can actually become anticipation, and that easily can turn into belief.
When I was a teenager, my father used to tell me stories about effective worst case scenario thinking. A dump truck driver had imagined what would happen if the bed of the truck was in the up position and there was a catastrophic failure causing it to fall onto the cab. He had visualized jumping into the floorboard to keep from being crushed. And then one day it happened. And he was unhurt, because he instantly had done exactly what he had imagined.
At its best, worst case scenario thinking is a form of "what if" planning. It prepares us for remote possibilities, and thereby helps us to avoid the most damaging consequences that could otherwise ensue. As such, it's actually a way of building confidence and assurance, rather than anxiety. But at its worst, the same sort of thinking can become both believing and fearing. Out of control, it unhinges us and impedes our performance. It's up to use to use it in the best way, and avoid the worst case scenario with it.