Please don't wait on this one, breathlessness when lying down at 5 weeks pregnant is something a doctor needs to assess today, not tomorrow. It could be a few different things, some more urgent than others, and only a doctor can tell you which it is. If the breathlessness gets worse or you feel very unwell, go to A&E or call 995 straight away. You and baby's safety come first, so please get checked out as soon as you can.