The air is thinner the higher you go, which means that there is less breathable oxygen -- as much as 30 percent less at 10,000 feet versus sea level. You need oxygen for your body to work properly, particularly during physical exertion, and a lack can lead to altitude sickness, with symptoms such as nausea, dizziness, headache, difficulty breathing and premature fatigue on the low end, and fluid in the lungs or cerebral swelling at the high end, both of which are fatal if not treated within 24 hours.
Do your best to prevent altitude sickness (also known as "mountain sickness"). If possible, give yourself a couple of days in the Denver or Durango areas to allow your body to adjust before you begin your trek. A slow, gradual ascent can also help; generally, east-to-west on the Colorado Trail allows for a steady upward trajectory to acclimate your facilities.