Your uterus is now taking up so much space that your stomach has been pushed up towards your lungs. This makes it a little harder for us to breathe. I found that I was always breathless after walking or going up and down stairs, and lying down on my back would make me unable to breathe very well. As you get further on baby also presses up into your ribs which can be uncomfortable too. Since my bump dropped the breathless feeling has gone away apart from when walking for a while, but I think that's more to do with being in pain lol
I would say it's absolutely normal and expected, but if you're getting light headed, nausea, dizziness or palpitations with it just mention it to the MW/GP to be on the safe side. (Not sure if you already knew any of this!) Also try to lie on your left side more as when you're on your back it can make breathing harder and on your right you're restricting the blood flow.