The old adage of "No pain, no gain." isn't one you should apply to your exercise regime. Always listen to your body, particularly when you're new at exercising and your body is not yet conditioned for working out. If you experience pain during a workout, take a break or sit out the rest of the class. Don't scold yourself into continuing because you haven't exercised long enough that day. If you end up with a sports injury, you won't be able to exercise at all for a long time!