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Invest in a session or two with the gyms personal trainer to give you a routine that matches your goals. You also need to be shown proper form when doing any weight training. It is very easy to become injured if one is not familiar with working with weights or machines.
It is normal to be sore the next day or two after a workout. Never work the same area two days in a row.
This thread should be on the exercise board and not on the diet and weight loss board.