Jefe, this "stuffy" air and "bad air" that Pwhole and AR are talking about is (typically) a build up of carbon dioxide.
It will normally replace some of the oxygen in the air, making you breathe more to try and get the same amount of oxygen you need. It's not that you're having an unfit day, so you need to keep Co2 in mind and if need be, return the way you've come.
Being exposed to small amounts of Co2 wont kill you, it is being unaware of it and carrying on regardless which will see you come to harm.