How come some peopke die while exercising? i get nervous sometimes working out because i get palpitations, and think i'll have cardiac arrest.anxiety?

Anxiety: Yes. You have nailed it. People who die from exercise have heart disease. It is very unlikely to occur in someone your age or with good health.

Supply mismatch: Can have mi at rest if a vessel thrombosis. But if narrow and heart wants more oxygen during exercize, the supply may be limited and cause angina-heart pain, or myocardial infarction as next step. To alleviate your concern, see cardiologist and do monitored exercize-stress testing.