When I am feeling stressed about a particular class, I usually turn to a close friend, preferably one who has taken or is currently taking the same class. Sometimes they can give good advice about how to manage my stress. Regardless, just talking to someone about it often makes me feel better.
One method I find very useful for reducing stress is simply going to a tutoring session or office hours for that class. Every time I have done this, it has helped put me on the right track for learning everything I need to know. Even if I don’t master the material during the session, it’s always reassuring to get some guidance from people who know the material well.