Being stressed in first few weeks a normal response. Still happens to me after 20 years writing software, though not as bad. If you're just three weeks in with very little experience, you may well not be contributing much. That's OK.

Multiple months to be up to speed is not unusual. I was told same thing at one job, 6 months, because of complexity of the domain.

One thing that might help: talk to your manager and say "I'm feeling very stressed about not being able to get anything done, could I also get the occasional small task where I know I can do it and contribute?" If you can feel you're achieving something, and not just getting a firehose of info, you'll feel a little better.

Most of all, though, just stick it through. Being worried and nervous is normal, it's a side-effect of learning new things, and new job and environment makes it even worse.

(Longer version here: https://codewithoutrules.com/2017/03/05/failing-at-your-new-...).