How do I breathe??

If I had a penny for every time I hear this question in my classes! During Pilates practice we make use of a breathing technique known as lateral (or thoracic) breathing. This is to allow you to breathe deeply and keep your spine aligned even when you abs are pulled in and working hard. Generally, when doing Pilates exercises we breathe out (through the mouth) on effort and in (through the nose) when coming back. That said, quite a few people new to Pilates get a bit flustered when trying to coordinate breathing with learning new exercises. What I usually recommend is to focus on getting the hang of the movements and the rhythm of the exercise.  As long as you avoid holding your breath too much (very common!), you will be fine. The breathing thing will come naturally as you gain experience!

The article Strength through length gives a good overview of the topic  and also lists a few exercises you can try in order to practice your breathing technique.