Let's start by laying one old myth to rest. I'm sure everyone reading this will have heard the saying "No pain, no gain" which for many years was the favorite saying of the vast majority of trainers and instructors. Well, it was anything but good advice and, while some discomfort is certainly to be expected if you have not exercised for some time, pain should never be part of the equation. Pain is your body's way of telling you that you are pushing it too hard and, in this case, you should listen to what your body is saying.
A good workout will certainly test your body, but it should not damage it. As you exercise your muscles beyond their normal range, lactic acid is produced and micro-tears and other physiological changes occur as your muscle strength builds.
However, if you find yourself experiencing such things as back or neck pain, soreness in your knee joints and other symptoms, you should consult with an expert before continuing with any exercise routine. It may well be that your technique is poor, that you are trying to do too much or that you have a medical problem which needs to be addressed.
Build yourself up to any workout routine gradually. Just how slowly will vary from one person to the next and will depend on such things as age, general fitness and experience. In particular, you should get your muscles warm and limber before launching yourself into any routine. Most strains, tears and other problems result from a poor warm-up.
A good warm-up should take about 15 minutes and include some very gentle jogging in place, or jumping jacks, to get your cardiovascular system and lungs working well. It should also include some slow, gradual stretching to lubricate your joints and gently lengthen your muscles. To short a warm-up can easily result in stretched or torn cartilage which will take a reasonable time to heal.
Anybody who is committed to fitness will want to push him or herself to achieve excellence, however, overdoing things is simply counter-productive. This often means that you have to adjust your thinking and remember that your aim is to improve or maximize your health and overall body tone and strength and not to prove that you are 'mentally tough'.
Before you start any new and unfamiliar routine make sure that you get guidance from an expert. Following closely behind a bad warm-up and overdoing it, the next leading cause of injury is a poor or incorrect technique. If you do not know how to use a particular piece of exercise equipment in your local gym correctly, then do not be embarrassed to ask. We are not born with this knowledge and anyone who mocks you for your ignorance is not only ignorant themselves but is someone what you can do without.
Another important thing to pay attention to as you exercise is your environment. It's very easy to get yourself into a rhythm and to concentrate so much on your workout that you end up crashing into something or someone. Jogging outside in particular requires you to pay attention to the surface on which you are running and to people and cars around you. No running shoes that I know of will stop you from slipping on a patch of mud and only an awareness of your environment and some good reflexes will help you here.
Perhaps the best advice in conclusion is simply to say that you should stay within your comfort zone and gradually work to expand it. More people give up exercise because of injuries caused by pushing them beyond their capabilities that for any other reason.
Exercise your body and your common sense at the same time and you'll be exercising happily for many years to the great benefit of your body.