If you've ever had a tough coach or trainer, chances are you've hear the mantra "no pain, no gain." Although working out can certainly be intense and maybe even uncomfortable, pain is not necessary for a successful workout. In fact, pain when working out could be a warning sign of muscle exhaustion or even a torn ligament [source: MSNBC]. Although you might feel compelled to push through the pain while exercising, you should always listen to your body.
Of course, this doesn't mean you shouldn't challenge yourself to get the most out of your workout; just make sure to listen to what your body is saying as you do so. Take a rest if you feel lightheaded, and don't keep going if you feel weak. If you think you've strained a muscle, cool down and take a rest.