Why do I have pain in my muscles when I exercise?

When you first start exercising, you may feel one kind of pain - a slow, burning ache in the muscles that is normal and not a cause for concern. This "normal" burning indicates you are reaching your anaerobic threshold, meaning you're at the limit of your endurance. The pain is believed to result from the buildup of lactic acid in your muscles, which occurs when your muscles are not getting enough oxygen (anaerobic means "in the absence of oxygen"). This burning is not an indication of an injury but that you're reaching your fitness limit. (Some world-class athletes and professional athletes believe that a massage - after stretching - removes the lactic acid from their muscles before their muscles have cooled down and lets them achieve peak performance again the next day.) The more you work out, the higher your anaerobic threshold (limit of endurance) will go, and soon you will be able to work out for longer periods and at a more vigorous rate.

Feeling sore after a workout does not mean that anything is necessarily wrong, especially if it occurs the next day. Unless you've actually sustained an injury, the pain will probably go away within a day or two, eventually producing lean muscle in place of flab. That's why you should space your workouts and rotate your activities, so that different muscle groups get worked on different days, getting a day off in between.