Linds, on the breathing, I agree with Sunray, but my guess is that you're not breathing enough. For now try to take a quick breath every couple of bars. I think most of us try to play until we can't hold out any longer at first. Trick is to take a quick breath every time the music allows it. If you watch the greats on youtube, you'll see that they take a lot of breaths while they're playing. Sometimes every couple of bars.
The question of when to breathe is quite interesting. Usually one follows the apostrophes in the score, and that may mean going on for quite a few bars. How long one can manage without taking breath depends, among other things, on how well one knows the piece, one's length of experience with the instrument, one's breathing technique and, of course, the music itself. The low notes take more air than the mid-range notes. Familiarity with a passage really is frightfully important. It is the key to even legato playing.
The ability to take a deep breath is crucial. Some training material suggests that one should be able to hold a tone for ten seconds. Most players can do this.
If you are improvising, you have of course more opportunities to create breathing breaks. But you still have to manage the passage so that it has a beginning and an end.
Now, beginners can't keep track of all of this. Phrase lines will not appear right at the start. Once they do, you should try at least to observe them. Good luck. And don't overdo your practice. There will be plenty of time to give in to the saxophone addiction.