Know The Facts before you start. Here's a few Myth Busters on Fitness Workouts to get you on the right track.
No Pain - No Gain: This is a common saying and must only be taken lightly. Indeed, when you work out hard, whether weight lifting or running, if you continue until you feel pain, you have gone too far. You can expect to feel some discomfort during and after a physical bout, but this should disappear fairly quickly.