OK, I would definitely suggest drinking more fluids then throughout the day. Do not just drink when you’re thirsty. I’m sure you know that when you are thirsty it is because your body is telling you you are depleted of the right amount needed to function properly. Also, try incorporating more energy foods into your diet like nuts, fruits, and load up on the carbs. I do not know what your diet is like. Others have mentioned that your iron levels may be low and that certainly could be the case. Green leafy veggies help boost your iron levels, spinach in particular. An iron deficiency is known as anemia. Perhaps you should go to your doctor to check this out.
Otherwise, when exercising start off with slow warm-ups for as long as you’d like to the point that you feel like you are ready to go. Professionals and people who are certified trainers say to do a light warm-up for less than 5 minutes. I say warm-up and work at your own pace until YOU feel ready. No one knows your body as well as you do, so in saying that, treat it right. Feed it the right foods it needs. Exercise is the best thing you can do for it, so I am glad you are concerned about this. I hope you consider the things I have mentioned and let us know how things go :)