If you have ever experienced a panic attack you will know all about it! The first time a person experiences one, they usually think that they are having a heart attack. Symptoms can include pains in the chest, shortness of breath and palpitations. Sometimes panic attacks occur in a particular situation but more commonly they can happen anywhere at any time. The unpredictability of panic attacks can cause additional anxiety and avoidance behavior, and sometimes lead to agoraphobia (fear of open spaces).