Hi there, I was recently exercising, felt like I was going to faint after and had some loss of vision, I exercise in a bedroom is it a lack of oxygen?

Exercise illness. Since you give no age, and experienced a faint feeling with a loss of vision, you maybe having a valve problem of your heart or a blockage in a major artery of your neck. This is serious and you should get a check by your doctor asap.
Doubtful. Most likely other cause. Dehydration, overheating, anemia, etc., etc., etc, the bottom line is unless you've had one recently you need a good exam by your physician.