That depends on your concept of pain! Exercising can be mildly uncomfortable and should make you warm, sweaty and slightly breathless, but unless you are training for competition I do not believe you should exercise until it really hurts.
For general toning when you are working out with weights or using the fixed resistance machines in the gym, the guidelines are that you should do two to three sets of 12 to 15 reps with a heavy enough weight that the last few reps are a challenge. Rest for about 30 seconds between sets, but no more.
I have seen people sitting there in the gym supposedly resting between sets while texting on their mobiles or nattering to a friend for up to 10 minutes at a time. What a waste of time! And it also annoys me because they are taking up a machine that somebody else, namely me, is waiting to use. I feel like telling them to go away and analyse their friends’ relationships in the cafe instead!
At one time people thought exercise had to hurt to be doing you any good; friends used to tell me proudly that after their new gym class they hurt so much the next day that they couldn’t walk. That’s a bit too intense, people! If you exercise at that intensity when you’re not used to it you’re liable to hurt yourself.
During exercise your body should be put under pressure but not unduly stressed. And don’t be surprised if you attend the same intensive class the next week and you don’t feel the same muscle aches and pains the day afterwards. It does not mean that the exercise hasn’t worked, just that your body has adjusted to it.
The worst muscle soreness occurs when you do something that your body is unaccustomed to. For example you can be a regular gym-goer and never be sore the next day, but if you then choose to go horseriding for two hours and you haven’t ridden for 10 years, you are most certainly going to walk like John Wayne for the next 3 days!
The rule here is exercise regularly to moderate intensity and then increase the intensity gradually over the weeks as your body adapts. This way, you will get excellent results and hopefully avoid injury as nothing puts you off exercising faster than pain.