Make sure your exercise session has a proper warm up and cool down session. Warm up prepare your heart and your muscle for the activity, while the cool down, gradually brings down your electrolytes, rhythms of your heart and your muscles to near normal resting levels, thereby no injury to the heart and the muscles.
A typical warm up session will include 10 minutes of light cardiovascular activity, say if you are going to run, jogging would be good warm up. You elevate your heart rate gradually, till you break into a sweat or a heart rate specified by your fitness specialist. This will be followed by stretching exercise of the muscles that are going to be used in the activity. A similar pattern to be followed for a cool down session as well.
Too much too soon…
Your body needs to get adapted to the physical stress that you are imposing on it. Do not be in a hurry to achieve your results overnight. Rome was not built in a day. The fit looking celebrities/athletes may be inspiring you, but remember there is a role genetics and they have put in years of hard work to get what they have got.