For those who have mesothelioma cancer in the lungs, a persistent cough is usually the first sign of disease. Coughing can be accompanied by bloody phlegm. Some people have symptoms that are similar to pneumonia. Shortness of breath and chest pain can also be associated with symptoms of mesothelioma. Others have no symptoms at all, delaying both diagnosis and treatment. Most symptoms depend on which form of mesothelioma the person has contracted.