Talk to me about weighted blankets

My ADHD coach and I have been working on my sensory tolerance and integration. She suggested a weighted blanket.

Do you have one? Do you like it? Does it help you? If so, how?

Tbh I can see how I might like one but I am also horribly claustrophobic and fear it would trigger anxiety. I am pondering a throw for relaxation in the evening vs a bed blanket. Thoughts?

Edited to add: I am grateful for all of the advice and the collective wisdom of this community. I have ordered a twin sized, very reasonably priced one at the 10% weight level. It think that could be small enough to use in my recliner and priced at the point to not feel horrible about giving it up if it isn’t for me.