"What, me worry?" is a phrase made famous by the character Alfred E. Neuman, the mascot of the satirical magazine Mad. The phrase is meant to convey a sense of carefree nonchalance, and is often used ironically. The phrase has also been used as the title of a song by the band Portugal. The Man.
While the phrase is often used in a humorous context, excessive worrying can be a problem for some people. The Centre for Clinical Interventions offers a workbook called "Me Worry? Mastering Your Worries" that provides information about chronic worrying and generalized anxiety. The workbook includes modules that focus on strengthening attention, challenging negative beliefs about worry, problem-solving strategies, and more helpful ways of thinking about concerns to reduce worry and anxiety.