The most common symptom of all types of anemia is fatigue (tiredness). Fatigue occurs because your body doesn't have enough red blood cells to carry oxygen to its many parts. Also, the red blood cells your body makes have less hemoglobin than normal.Hemoglobin is an iron-rich protein in red blood cells.It helps red blood cells carry oxygen from the lungs to the rest of the body. Anemia also can cause shortness of breath, dizziness, headache, coldness in your hands and feet, pale skin, chest pain, weakness, and fatigue (tiredness).If you don't have enough hemoglobin-carrying red blood cells, your heart has to work harder to move oxygen-rich blood through your body.he most common symptom of all types of anemia is fatigue (tiredness). Fatigue occurs because your body doesn't have enough red blood cells to carry oxygen to its many parts. Also, the red blood cells your body makes have less hemoglobin than normal.