I've been hearing a lot about how the exercise can harm your heart and your heart's rhythm if done wrong. Is it possible? How often does this happen? Breathing might have anything to do with it? What is the proper way to breathe while training? What to do to keep your heart in good health?
Anybody knows something about it?
Any thoughts?

No, I have not heard anything like that. Exercise is always good for your health and it's good for your heart also. Yes, if you do exercise in wrong way then it can be harmful to your heart. But you should do exercise regularly as helps you to be healthy. So keep on exercising