This is a really good point. I feel like I've lost all sense of what my normal bodily sensations are! I do tend to get panicky after exercising (I have a 45 minute bus ride to sit there and think about it which is not good). My problem post exercise is that I get obsessed with my breathing and heart rate even though I'm sure it's a normal post workout breathing and heart rate. That's when I start breathing too deeply, get tight chest/rib sensation, and go into the whole "your heart can't take it!" panic.
Just keep going. Exercise helps in the long run and it's not going to hurt you. Unless you're getting extreme sensations (i.e. major chest pain, truly cannot breath, etc.), chances are it's just panic.