Go easy on the exercise especially if you haven't exercised for a long time... go with it gradually, also finding someone to go for walks with you will make things easier... listening to your mp3 player, walking the dog or talking to a buddy while exercising would keep you focused more on the things other than the walk itself... do not skip warmups, stetching (learn to stretch properly) and cool down... these will basically decrease if not make the after-exercising pain disappear... drink lots of water and breathe in using all your lungs... breathing deeply means that your red blood cells are delivering plenty of oxygens to your musclesm, therefore your muscles can work properly and get tired later than usual...
Buy a heart monitor and make sure you are within your exercising zone... and you can define your maximum heart rate by substructing your age from 220...
in my case I have 220 - 29 = 191... I never go past 80% of the 191! (it should be no more than 90%)
I hope these were helpful for a start... I do not wish to confuse you
Good luck... I am in the middle of the journey and I hope you enjoy the same way, if not more that I do!