The protagonist's stats can be examined in the lower right corner of the screen. The most important of these is stamina. Additional stats will appear throughout the game when you're collecting items required to completing quests.
Playing Agony, you can run, crouch or hold your breath. Some of these actions will use up stamina.
You lose stamina when you run or hold your breath. The stamina is represented by the lungs icon. When the stat reaches zero, the protagonist will have to rest - if that's the case, wait a few moments until its replenished. Then carry on.
When playing Agony, you will collect items required to complete quests.
The 'items' icon appears right next to the lungs. In case of each thing, the number of items you need to collect is also indicated. The screen above shows an instance from mission 2. This makes it a bit easier to progress through the game.