Falling sick. Sickness when i work out?

I weighed 90 kgs. I started going to gym. On first day of the gym, I worked out and after coming home after few hours I started having headache, then nausea, shivering. I took disprin and I was fine. On 2nd day of gym, I came back home and until noon by throat went sore. Maybe because of fan and low immunity and today on day 3 I'm still feeling symptoms of cold. I reduced 1-2 kgs. Earlier when I joined gym, I was able to lose 10 kgs within 2 months, by restricting calories and working out. But I was sick in that entire span. Same thing is repeating again. My question is why do I get prone to sickness when I work out? P.s. I started going gym in month of October which is pretty cold in himachal. I want to work out, eat healthy and stay fit. That's the motive. Help me out. What should I do to not be sick in a process of improving myself.