OUT OF BREATH - Common or Not?

I feel out of breath from time to time in pregnancy, (34 weeks) and especially if I rush up a flight of stairs or exert myself, and get Braxton hicks. My female family members who have kids (all over 10 years ago) give me such grief about it and make me feel like I should get in better shape. Granted it's winter where I live and freezing out, (usually around 20 degrees) and I DONT feel like going outside for a walk. I could get more activity but I was a generally active person and get plenty of exersize in the warmer months, as I love being outside in spring and summer and fall. I have only gained 16 pounds at 34 weeks and never have swelling. I'm not too worried! Should I be?