How do you learn to recognise and name a feeling

Well well.. a very important topic for me.

How to name a feeling is a huge struggle. I could describe myself as a colour blind person who is looking at a very long colour palette. My emotions and feelings are the hundreds of colours in the palette and I'm the person who can't see more than blue, red and yellow and hundreds of shades of grey. Although I'm very sensitive and I know that my emotional landscape is very rich (hundreds of hues in my palette), I can't always name my feeling (recognise the hue for what it is), therefore I don't know how to manage it. An example, although I felt anxious in many situations in my life, I've never knew that this feeling is anxiety until last therapy session when my therapist said "when you feel anxious it's good to think of ...." And I was like "wait a minute, is this what I just described to her now (racing thoughts, restlessness, stomach pain..) is called anxiety? Wow, I finally have a name for this feeling!".. even tho I don't consider names as useful info at all, when it comes to feelings, I think it's important to name them in order to memorize it easily and research how to manage it.

Question here is, is there a book, therapy, technique or anything that would help me recognise and name my feelings? Also, am I now describing Alexithymia? I tend to really relate to others and it sort of feels like I could recognise how others feel more than myself..