That's not true. When I first developed schizoaffective disorder I knew I was psychotic. I just didn't know how much and why. And yes I needed treatment and because I got the wrong treatment (I was misdiagnosed with ocd and given Anafranil) I ended up in the psychiatric hospital in 1991 (now I am recovered, that was then). If someone is extremely psychotic they may not perceive reality at all but let's hope people get treatment before it approaches that point.
Hey td, I am not a doctor or psychiatrist but it has been my observation that people are really "going crazy" or truly mentally ill seldom know they are. They are convinced of the reality of their perceptions. (Refer to my ex-wife - sorry). For those of us who struggle with anxiety, we spend so much energy worrying about "losing it" that we miss out on life. I relate to your struggle but I am learning there is a better way.
You are living under a monumental amount of internal tension, and you need to see a psychiatrist who can help you heal your brain with medications and with talk therapy.