Does anyone else mishear sounds or have issues identifying noises?

I spoke to my therapist about this the other day, I often hear things.... not voices but sounds and I have such a hard time identifying where the noise comes from or if I am imagining it. And it makes me so anxious, even panicky. I sometimes even do hear things, but like if someone's called my name but haven't, suppose that's mishearing.... I am trying to understand if this is somewhat common and based on my sound sensitivities. I get like this a lot when I am anxious or overwhelmed.... I am a late diagnoses so trying to get my head around what's common and what is not. Any similarities or advice welcome! I sick of worrying if I am going crazy and why sounds can make me so on edge.