Well I hope you feel better !! Also are you eating before you work out and drinking water? Sometimes when you work out on an empty stomach you get sick and light headed cause your body is using energy you really don't have .
Also I think if it keeps happening, you might want to swing by a Doctors office and explain whats going on, and maybe they can suggest something.
As for the Anemia(coming just from my experience) I too used to be really good at taking my vitamins and all that and then slowly but surely I too forgot, but I still work out but I also drink lots of OJ and milk and eat other things to get my source of Iron. But if your body isn't used to this amount of work thenb it will deffently take a toll on your system.
So take it easy, drink and eat right, and maybe talk to your docter about whats going on.
I hope everything works out for you, and that you feel better
DGP~Honey~