Breathing exercises help to calm the nervous system because deep breathing activates the bodys relaxation (parasympathetic) response. When you're stressed out your body activates the sympathetic response, otherwise known as "fight or flight response".
The relaxation response reduces your heart rate, blood pressure, and muscle tension. The response has also been shown to relieve the symptoms of many diseases and chronic conditions, including insomnia. In short, it counters the toxic effects of stress.
If possible, find a quiet space to do your breathing exercise. However, you can do a breathing exercise at any time that you need it, even when surrounded by other people or walking down the street.
Here is a breathing exercise to help relieve physical or mental/emotional tension. It can be used at any time to ground yourself in the present moment and relieve stress. Those with insomnia can practice it while lying in bed. This practice can be nice to use during Savasana if you're finding yourself very distracted.
Pause and become aware of your body.
Notice the rise and fall of your breathing, without judgement. Simply be aware of how your breathing is right now, without trying to change it. Breathe through the nose if possible.
Notice tension in the body or mind. Identify one area to work with at a time.
This might be a strong emotion or a physical feeling of pain or tension.
Inhale deeply: send your breath to the tension,
Hold your breath for a couple of beats,
Exhale from that tension.
Repeat as necessary until you are feeling more calm.
Spend a few moments again noticing the rise and fall of your breathing before continuing with your day.