1. First learn to love it. Studies show that people who are externally motivated - that is, they're working out just to drop 10 pounds or fit into their summer wardrobe --don't stick with it. Those who are internally motivated - meaning they exercise because they love it - are the ones who stay in it for the long run.
2. Start slow. Running 10 miles your first time on the track won't make you an Olympian; more likely you’ll just end up sore, or worse, injured. Take it easy when you're getting started. Maybe you only run a quarter of a mile your first week of training. Add distance and intensity slowly but steadily.
3. Keep at it. No one has perfect form the first day of strength training. Every workout takes practice. If you keep trying, you'll get the hang of it.
4. Mix it up. Try different types of workouts to keep things interesting and to exercise different muscle groups. If the elliptical is usually your thing, try switching to the stair climber. Alternate between machines and free weights. You don't have to reinvent your entire routine every week; just shift it around a little.
5. Don't push yourself too hard. Half of all people who start a new exercise program ditch it within the first year, often because they can't keep up the boot-camp pace they've forced on themselves. Learn your limits, and know when you've reached them.