I'm really sorry that you aren't feeling well, I know that can be scary. I would HIGHLY suggest that you kick the smoking now though before it does lead to something serious. I'm sure you already know that it isn't good for you, but maybe this was/is a sign that you really need to give it up. Second, I have suffered from anxiety and panic attacks for the past 12 years and I'm now 26. I've been to the ER a few times thinking that something was very wrong with me and I've had numerous tests all that come back saying I'm perfectly healthy. It sounds to me like you most definitely could've had a panic attack. They are very scary, but try not to dwell on the fact that it's possible you could have another one. You could, but then again it's entirely possible that you won't. Smoking is a proven trigger for anxiety and panic also. It may have never bothered you before, but our bodies change and things that used to not bother me at all bother me terribly now. Not fun, but the way it is for now.
I think it's odd that you would've had spots on your lungs from pneumonia without knowing that you had it
Pneumonia isn't exactly something that you're over in a day or two so I'm pretty sure you would've picked up on it. I would see your primary care physician for that and tell them what the ER docs said and see what he has to say about it.
Try to take it easy and just relax, but definitely get seen by your doctor.