Re: Shortness of breath - at end of first trimester...
I'd mention it at your next appointment, but I had shortness of breath starting that early with both this pregnancy and my previous. My doc told me it was because of all the extra bloodflow. There are some significant hormone surges around the end of the first and beginning of second tri too, which could be part of it - I would always get headaches around then too.
And don't count allergies out - I have only ever had them when pregnant, but they are BAD when I get them. Could be contributing.
Loving wife and mama to 2 sweet girls, 3/24/2010 and 10/18/2012
Tentatively expecting our rainbow in July 2015!