Shortness of breath is a very common condition. Unfortunately, it can be caused by various etiologies that make it sometime difficult to figure out exactly what is going on. Also unfortunately, some of the causes of shortness of breath can be life threatening. I would strongly recommend that you see a primary care doctor
In general, there are three large categories of causes for shortness of breath. First is your lungs. The airways (as in asthma
or COPD), the air exchange sacs (as in pneumonia
or fibrosis) or even the lung's blood vessels (as in pulmonary emboli--blood clots to your lungs) can be the culprits. Second, the heart can cause shortness of breath. The heart valves, muscle, or electrical rhythm of the heart can cause shortness of breath. The third cause is nerves/muscles--for example if the diaphragm is weakened. A miscellaneous cause of shortness of breath is anemia--or a low blood count. This can be common in young women of reproductive age.
Asthma is a disease where the airways spasm down and therefore decrease airflow. It can be triggered by things in the environment or by internal triggers (like exercise). The fact that you have had it in multiple situations does not role out asthma.
I would see a doctor in the near future. There are many causes of shortness of breath which could be responsible for your symptoms, and ruling out some life threatening causes is important.