I would say if your shortness of breath is only mild- you can wait until you are seen by a doctor.
If you are wheezing, or become more short of breath you will need to be seen sooner. You likely will need a bronchodilator ("inhaler" to open your airways, and potentially may need a course of steroids, depending on the findings.
Your symptoms likely are from what you inhaled, but it is not likely to lead to long term problems, unless you have additional exposures. I would certainly avoid smoking in the near future. Having said that, there are indeed some rare conditions that can lead to severe lung injury after inhalation- including hypersensitivity type allergic reactions, or toxic reactions from certain chemicals. Again these would likely be treated with inhalers and/or steroids.
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