Why when I go to sleep I feel like I go into a deep sleep and wake up gasping for air feels like im gonna die?

Sleep apnea or. Obstructive sleep apnea is the most common cause of this symptom, but there are other causes (including ondine's curse). A sleep study will show precisely what the cause is.
R/o CHF. The other entity to rule out is early congestive heart failure ("paroxysmal nocturnal dyspnea"). Blood backed up in your lungs produces a vicious cycle by pressing on the pulmonary veins as you sleep -- you break it only by sitting up. It feels horrible and many physicians don't know the real explanation. Good luck.