Can't seem to take a satisfying breath?

I asked my doctor about this and she told me it's totally normal in early pregnancy as our bodies are adjusting to all the physical changes (one of which is a need for more oxygen). Basically it feels like I can't take a deep enough breath. I try and try, which makes me yawn. I'm not doing anything strenuous. Just wondering if anyone else has experienced this? It's incredibly frustrating. I can't relax and be comfortable.