You have to go by how you feel. Just take it easy. If it's to the point where you might get woozy, then don't do anything where a barbell is above you or on top of you, such as squats or bench press. You may be confident you won't pass out, but a momentary lapse of balance could fuck you up. If you absolutely require going to the gym, why not make safer choices such as dips or chest press machine over bench press, leg press over squats, etc?
Eat well and drink plenty of juice and milk so you don't get anemic. What else is there to do? For all we know, you have all the blood in the world to spare. We can't tell you how you feel. If you get easily winded, it's a sign you might not be able to exercise as hard.