Will deep breathing help my shortness of breath it's really scary sometimes?

Maybe but see MD: If shortness of breath is related to anxiety, deep breathing, gentle aerobic exercise, meditation and yoga may be helpful in controlling your symptoms. However, shortness of breath can also be caused by serious problems like heart attack and rhythm problems, asthma/COPD, lung disease, blood clot, anemia and even cancer. If sx persist or are associated with exertion, chest pain, palpitation, see MD