It is nothing to worry about. Make sure you plan your workout prior and follow the below approach to better your workout.
- Dynamic Stretching
- Cardio
- Strength and resistance exercise
- Static stretching or flex and cool down
Also keep a check on your caffeine intake of you are taking.
Next Steps
Consult a pulmonologist to better asses your lung capacity.
Health Tips
Better do the activity at the gym under the guidance of trainers