When you are exercising at the higher intensity, you should be pushing yourself, but you don't need to be working at your maximum effort. During your exercise session, you should not experience symptoms such as chest pain or discomfort, severe shortness of breath or lightheadedness. If you do, stop exercising right away. You also should not have unusual fatigue, muscle pain or joint pain that lasts a long time after you exercise. Talk to your health care provider about any of these symptoms or about other symptoms you have during exercise that seem out of the ordinary.