Get a Certified Personal Trainer. A CPT can get you started safely and design a fitness plan based on YOUR goals – weight loss, muscle building, cardio fitness, etc. A good Certified Trainer can help you avoid many of the bad habits a lot of people fall into and will make sure you concentrate on proper form mand full ROM (range of motion). A few hour-long sessions may be all you need to get you in the right direction.
If you go it alone, and you are just starting out, be sure to not just throw yourself into training with full intensity right from the get-go. Start with moderate exercise and intensity and build from this base.
Warm-Up first. Keep stretching to a minimum, that is best saved for the END of the workout. Do reps with very low weights first, for the exercises in that workout, and then use the appropriate weight to hit your RM (rep max).
While a workout should certainly be hard, it should never be painful. If you feel actual pain, stop. Lower the amount of weight you are using or move to another exercise for now and try the previous one again later. Remember to concentrate on good form and full ROM.
A good CPT can set all this up for you and monitor everything along the way. Questions? Comments? Leave a reply below or scroll down a bit further for many ways to contact me. Thanks for reading!