The body needs oxygen. The heart pumps oxygen rich blood throughout the body. Physical activity requires more oxygen rich blood because you're working harder, so you have to breathe more. A heart defect would cause the heart to pump less blood, depriving the body of oxygen rich blood. Your body would then make you feel like you have less air so you breath faster, so you would eventually become breathless. (I don't know if this is quite right, but from what I know, this answer might be right.)
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You might be anemic.
go on a site about it and read the symptoms.
or maybe you need to go the gym...
Because your muscles are using up oxygen faster than the lungs and the heart can supply you with more.
Because your heart and lungs are exerting more effort working against the incline.