When doing deep breathing to reduce anxiety. what does it mean when you feel light headed and when your head goes cold? am i doing it right?

Perhaps not quite...: Correct breathing is a great way to lower anxiety - congratulations! but the pattern is really important - even more so than "deep". Exhaling is often incomplete, so... Fully empty the lungs to remove "old" stuff making room for refreshing new oxygen. 1 or 2 big out-breaths - even a groan or shout helps - then, 10 cycles of 4 secs nasal inhale, 6 secs holding-in & 8 full, slow pursed lip exhales.