You may become easily winded if you are extremely out-of-shape or exercising too vigorously or suffering from fatigue.  Fatigue can be due to under-eating, inadequate rest or psychological stress.  Tailor your exercise program to your physical condition.  Incorporate several small sessions into your day, gradually building up to 30-minutes or more of continuous exercise. To monitor your intensity, perform the “talk test” or wear a heart rate monitor and stay in the 50-80% range.  Your breathing will improve as you continue to exercise.  This advice assumes you don’t have asthma, anemia or another medical condition that causes breathlessness.