Chronic stress can result in anxiety, depression, digestive problems, headaches, heart disease, sleep problems, weight gain, impaired memory and concentration... that's a serious list.
But there are good types of stress too. When you lift weights or play a sport, you're stressing your muscles, and they grow back stronger. Similarly, when you challenge yourself mentally (like learning to do improv), it might be stressful initially, but you'll become more resilient over time.
If you frequently experience stress, particularly of the mental kind, ask yourself whether it's positive or negative stress. Do you suffer from any of the symptoms I mentioned above? That's a sign that your stress might be a negative. Or are you, instead, growing your comfort zone and developing skills by pushing your limits? Then it's positive stress.
It isn't always easy to distinguish between the two, but it's important that you know which is which. Ask a friend whether you seem overly stressed if you're not sure.
But for Pete's sake, make sure you're not suffering from chronic stress—the bad variety. I've been there and it's not a fun place to be.