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Beginning an exercise program can be very overwhelming-- even painful if you aren’t careful. Warming your body up prior to exercise is very important for your health (and safety) and will also help you enjoy your workouts more. Warming up for 5-10 minutes will raise your body temperature and prepare your cardiovascular, respiratory, and nervous systems for the demands of exercise by slowly increasing the blood circulation to and from your heart and muscles.
Warming up helps your connective tissues better handle the stress of exercise, decreasing your chance of injury. Connective tissue is similar to hard plastic; if you don’t warm-up plastic it won’t be flexible, and is much more likely to "break."
Proper warm ups (and cool downs) also help reduce the severity of soreness in the next day or two following your workout. The increased blood flow helps deliver more oxygen to the muscles and gets rid of the waste products that contribute to soreness. Increased blood flow also helps bring more fuel to your body, resulting in better performance.
Warm up with a low-impact exercise at a slower, more comfortable pace than your actual workout. Warm up exercises like biking, an elliptical machine, walking, or rowing allow your body to warm up with limited stress to your joints.
Another reason for soreness is trying to do too much too soon. Don’t try to make up for lost time. Start out with a few exercises and slowly progress. Your body will gradually adapt to the increased stress. If you are starting resistance training for the first time, try picking 1-2 exercises for each area of the body - the upper body, lower body and core. Also take into consideration the anterior (front) and posterior (back) parts of the body. For example, if you pick two core exercises, you might try bicycle crunch for the abdominals (front of the body) and lumbar extension for the lower back (posterior part of the body).
If you are a beginner to aerobic training, start out with something like walking that raises your heart rate a little bit, nothing that will get you too out of breath. Try doing this for 10 minutes the first few times you exercise, slowly progressing the duration of the workout. If you've increased the time to a point where you can handle 30 minutes at that pace, start building a little more intensity. For example, you could attempt 2 or 3 days of 30 minutes each at your initial pace, followed by a 10-minute day at an increased intensity.