I am 23 and noticed breathing issues a few years ago. I was in college at the time and didn't want to go to the doctor because I didn't have trouble breathing, I just didn't have as much breath as I thought I should have (and as I remembered having in High School).

After chest pains a few weeks ago, my worried and sweet wife convinced me to go to the doctor. After some pulmonary tests, EKG (to make sure the chest pains were not my heart) and X-rays (no heart swelling, thank goodness) the doctor said I had mild asthma and put me on Advair. It's been a week now, and if anything my chest hurts MORE. It's still not too bad, but I definitely don't feel any better.
I don't have major asthma attacks, but I do wake up sometimes with slight breathing issues and need to get a drink of water and cough a few times to go back to sleep. I also get a tight and painful chest (normally on the left side, but this morning on the right) sometimes.

What can I expect from the medicine and what’s the best way?

Thanks in advance!

Your doctor may prescribe things for you to use against what seems to be mild asthma which may not be too good for you in the long run. The Buteyko method is proven, safe and very effective. The book Close Your Mouth and ABC to be asthma free are self help books to teach yourself the Buteykjo clinic method. They are available from www.amazon.com for USA and amazon.co.uk for UK and other countries. Patrick McKeown a renowned practitioner teaches many other natural clinic methods at his site www.asthmacare.ie It will be well worth your time.