"I don't know, I think, in times where I'm really nervous, and I'm really under the pressure the worst possible outcome is for me to start thinking about it"

Shaun White is expressing his feelings about how he handles pressure. He is saying that when he is feeling anxious and under pressure, his natural reaction is to begin thinking of the worst possible result. This suggests that he is someone who frets a lot and is vulnerable to overthinking. He knows this propensity and is trying to find methods to manage it. He might be looking for ways to remain focused on the task at hand and not let his mind wander to unfavorable thoughts. He is also likely looking for methods to remain calm and collected in high pressure scenarios. By recognizing his tendency to overthink, Shaun White is taking the primary step towards managing his stress and anxiety and finding methods to stay concentrated and efficient in times of tension.