Is stress all in the mind? No - it's very real. But different things trigger stress in different people. It may be time pressures, or deadlines, or volume of work, or having to do a certain demanding or unpleasant task - but it will vary according to individuals.
And it's the amount of pressure that counts too. Think about pressure in terms of units. One person may be able to cope with 50 units of pressure; they can function quite effectively with this level of pressure, but add anymore units and they reach their personal "tipping point", where the pressure becomes too much and tips over into stress. Someone else may be perfectly comfortable with 100 units, but above and beyond that they become stressed. The point is that everyone can handle a different amount of pressure and has different stress triggers.
Stress is a medical condition and it can have a serious effect on your health. If you think you are suffering from stress it is crucial that you consult a medical professional.