I've been experiencing chest pains, nausea and terrible headaches. And also shortness of breath. What could be the problem?

Calm/or Anxious pers. Many of your symptoms are explained on the basis of anxiety. But if you are a calm person, no have heavy stress, then you should go see your doctor for examination. if your life is stressful, then you need to slow down/simplify your life...doing less and find time to relax during hours of work. A short walk, taking a few deep breaths can relieve some of the stress. A daily walk would also help yu.
Nondiagnostic. Your varied symptoms are nonspecific and may not be interrelated. Nevertheless it is important to investigate them. A physician would take a thorough history and system review, perform a physical examination and order appropriate tests in order to make a diagnosis. If anxiety and chronic tension are issues and felt to be the main causes of your symptoms, stress management therapy would be helpful.