If you belong to a gym you should talk to a trainer (talk to several) who are working the floor - it's free and included with your gym membership those trainers are there to assist people. If you're in school, talk with a gym instructor.
I currently see a personal trainer who is REALLY focused on health/fitness and to increase tone and muscle it is necessary to get sore. The muscle tone is created during REST. Your body is literally rebuilding itself.
Hap - what exactly "hurts"? It hurts all over? Your joints? Your muscles? Your knees? What is the pain like? How long have you felt this pain, since the very first time you ever did physical exercise and it has continued since? From a scale of 1-10 where 1 is picking up a prickly object and 10 is so painful you think you are about to pass out screaming because you cannot physically stand it - what is the level of pain that you normally feel and does it fluctuate?
I skimmed through the thread but your descriptions of the pain are very vague and it's hard for me to offer advice other than urging you to think more specifically about what is bothering you and talk to a fitness/medical professional.
A friend told me about a ski trip she took where one of the dads complained about a pain in his shoulder. He ignored it and continued skiing but when they got back home a doctor told him he had dislocated it or something crazy like that. My friend went surfing and thought her knee hurt and when she came back and went to the doctor turned out she had torn a major ligament in her knee and she needed a knee brace and crutches for quite a while.
So basically, it pays to really focus in on what is causing you pain and checking it out!