You don’t have to exhaust yourself running, jogging, or weightlifting, but some kind of moderate physical activity should be part of your everyday routine.
If you're looking to shed a few pounds quickly, you can do a more high-intensity workout, like going on a walk at a brisk pace for an hour. Or, you can jog for an hour and work in sprints at timed intervals.
If you feel severe pain during your workout, it is important to stop. As a warning, your muscles may ache after a high-intensity workout, and it may be irritating, but it means your body is adapting to your exercise routine. Be sure to stay hydrated and stretch. It is also a good idea to eat food that contains a good amount of protein after a workout to help you recover.