People with panic believe very strongly that the "attack" they experienced means that something is physically wrong with them.
For example, many people with panic disorder fear that they are having a heart attack, that they're about to lose control, or that they're going crazy. Other people with panic believe that because they can't catch their breath that they're suffocating, or that the dizziness, lightheadedness, and "unreal" feeling they experience means they have a terrible undiagnosed illness.
The person with a tightness around the head fears they have a brain tumor. The person with muscle spasms fears they're coming down with a muscular disease. Heart palpitations and/or skipped heartbeats "prove" that there's something wrong with the heart.
People can be checked, rechecked, and use the hospital emergency rooms repeatedly before it ever begins to get clear to them that what they are legitimately suffering from is anxiety, and not a physical, medical condition.
The central point is that people with panic fear that they have a physical, medical disease. Otherwise, what else could explain the suddenness and awfulness of that first panic attack? How could the mind have something to do with the horrible swirling emotions and feelings that overload the person during this traumatic and emotional attack?
A great many people who experience their first panic attack find their way to the hospital emergency room or go directly to their physician's office. They feel their life is in danger and they legitimately want a diagnosis to explain it. When doctors report that they can find nothing wrong with the person medically, it only heightens the person's anxiety.
After all, something MUST BE WRONG or else how do you explain the horrific sensations and emotions they went through during the panic attack? Unfortunately, many people are never told that they are experiencing anxiety, and that a panic attack could be the culprit.
Sometimes, especially when the panic occurs frequently and in many diverse places, the person feels more and more restricted as to where they can go and still be safe. When a person feels their "safety zone" is a limited area around their house, and they fear they ll have panic attacks as a result of getting too far away from this protection and safety, they may become agoraphobic.