Some of the common sign of anemia are fatigue, paleness, and trouble concentrating.  You can also have rapid heart rate, shortness of breath and chest pains.  The stronger the symptoms, the worse the anemia.

If you suspect you have anemia, you should go to your doctor and have a simple blood test and then go from there.  Finding the source of the anemia can be as important as knowing you have anemia in the first place. 

If you have a bleeding ulcer, your treatment will be different than if you need more iron in your diet.  Some anemia's are due to B12 deficiency and that is different, too.  Your doctor is important in helping you treat this condition. 

And yes, many women have anemia tied to their cycles.  Especially if they have heavy periods.

Hope that helps!  Didn't mean to write so much but my grandmother had severe anemia once and we had to hospitalize her.  So, I did some reading about it.  Hers was a bleeding ulcer.

For me it was being tired all the time.  No matter how much sleep I had gotten the night before, I was always tired.  Sometimes I did not think I had the energy to even get up and get going.