While doing nothing, or just talking i feel short of breath. however, when i exercise i have plenty of oxygen, why?

Shortness of breath: Shortness of breath at rest, but improved with activity is often due to anxiety. You absolutely need to see a physician to rule out any major medical issues, but if all appears normal on physical examination, often times anxiety is found to be the culprit. You need to discuss this with your primary care physician as soon as possible.