Stopped smoking. Started running, but how does this cause dyspnea?

Tricky answer. Dyspnea = shortness of breath. Smoking decreases lung function. Most people who smoke don't exercise, thus aren't aware of gradual loss. If you exert yourself, you become appropriately dyspneic, which is normal. With continued exercise, your tolerance (fitness) will improve and you'll notice less dyspnea for a given level of activity but you can always push yourself beyond & become dyspneic.