Exercising Beginner Help?

I just started exercising (hardcore not simple jogging or walking) as of three days ago after having so much fun competing with the National Guard at my school. Anyways I noticed that my muscles are sore and I was wondering if that meant that I was stretching and/or exercising wrong. Also how can I ease the pain? Oh and if you have any tips on excersing please fill me in:) Thanks a bundle:)
 
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