Dizzy/nausea/headaches

I just got a trainer thinking they would know the best safest and efficient workouts. Well, twice now while focusing on my legs-lunges and squats, i have gotten rapid heart rate and rapid breathing fairly quickly into the workout. Within 5-10 minutes i started to experience dizzyness followed by nausea. When i pause to try and slow my breathing in hopes that the dizzyness will fade my trainer pushes me and tells me to keep going. By the end of the workout i feel very cloudy in the head and have pressure in my head, my ears hurt and i feel like im gonna get sick. Then i get a migraine that stays all day. Its only when i work on my legs too, im fine working on arms, core and cardio.