Up until that point I had assumed everyone knew what a worry stone was. However, as the conversation continued it became apparent that further research and explanation was needed on the topic. As someone indicated a strand of worry/prayer beads as an option, while very pretty, they are not a true worry stone.
A worry stone is simply a polished semi precious gemstone you carry with you and when feeling stressed or worried you palm it and run your fingers over it. It has also been known to be used to enhance concentration during mediation and provide a distraction in boring situations.