AVOID INJURY

Exercising is a great way to keep yourself fit and healthy, but there is also a risk of injury. However, if you follow some basic guidelines, and stay within your physical limits, you can ensure that you'll have an enjoyable and safe workout.

Warm ups:
Warm ups are essential... this cannot be stressed on enough. Starting an exercise routine without warm ups can be very damaging to your body.
It is always advisable to do some relatively gentle exercise to warm up your muscles, so that they'll be less susceptible to damage that may occur during exercises. Also, they'll ensure that they get more flexible and limber.

Just spend a few minutes getting warmed up. About 5 to 10 minutes should do. Stretch muscles and other soft tissues. This will prepare your body for the more rigorous exercise that is going to follow, and help you go for a longer period of time without feeling tired or fatigued.

The right get-up:
Fitness wear is very important. Only if you are at ease and comfortable in what you're wearing, can you perform to your optimum potential.
The right shoes are imperative. They must be suited to the type of exercise that you are doing. When buying a pair of fitness shoes, always consult with the staff at a sports equipment store, and ask for their advice. The wrong type of shoes can lead to sprains and even long-term injury.
Clothes, too, must be comfortable, loose-fitting, and, ideally, made out of a fabric that absorbs sweat, like cotton. Very tight fitting clothes can be uncomfortable, and extremely loose clothes can get in the way.
Don't compromise when it comes to fitness wear.

Cool down:
Don't come to a sudden halt in between strenuous workouts. This causes the blood to pool in your leg veins, and can leave you feeling dizzy and faint. Give time for the lactic acid being produced by your muscles during vigorous activity to be cleared by finishing your session with a few minutes of gentle exercise.

Change and Alternate:
It is a good idea if you combine strenuous activity with something that is comparatively less physically demanding. This lessens your chances of over-exerting yourself, and gives your body more time to recover from bouts of intense activity.

Stop when it starts hurting:
If exercising starts to hurt, stop until the pain has completely gone away. Saying like 'no pain, no gain' should be ignored, since they make you push yourself beyond your physical limits... which isn't a good thing, after all. If you experience physical discomfort and things like dizziness, faintness, nausea, shortness of breath etc, please visit your doctor right away.
Also, avoid exercising when you are unwell or sick.