Kierkegaard’s dilemma was that despite his love for Regine he believed himself to be incapable of becoming a good husband, so to spare her he breaks off the engagement, telling her he was never truly serious about their relationship in the first place.
He wrote a lot about anxiety. He stated that, when we become anxious, we are overtaken with fear and trembling, as if we were on the edge of a precipice and afraid of falling. Then he said we should jump; take the leap into faith, embrace God for whom all things are possible.
He also tells us that either we shelter ourselves in the illusory belief that the individuals, doctrines and institutions we rely on for self-fulfillment are sufficient (bad) or we dismiss our worldly distractions, realize our declining physical body and face the existential horrors of life (good).
I think he thought about things too much. He should have just gone out and had a good time once in a while.