Depending on how long it has been since you last did regular exercise it is recommended that you start off slow and gradually build up your workout to harder levels.
It is generally recommended to start off at the gym with just the treadmill and the lifecycle for the first week or 2. This is to wake the muscles up and to slowly get you prepared for a harder workout.
You will generally want to find a speed on the treadmill that is a pace you can keep up with little discomfort and do it for 20 minutes. After this take a 5 minute break, stretch a little and have a drink of water, then go back and increase the speed just a bit then do another 20.
Remember that pushing yourself too far is taking a gamble that you may not be able to live with. In a casino you can put everything you have on the roulette table and maybe you win and maybe you lose, but in the gym if you push too hard you can die, so take things slowly.
Many people make the mistake of getting back into an exercise program and going all gung ho an trying to get back in shape in just one hour, well let me tell you this will not work. The only thing this will do is make you very sore the next day and you will not be able to workout that day, and it will make you lose interest fast in the gym. Discomfort in ok pain is not.
Depending on how long it has been since you last worked out, I recommend working out 4 or 5 days a week. This may seem like a lot but if you were trying to win a poker tournament you would go to a casino or an online casino and poker room to practice almost every day right? So you will have to do the same with the gym.
Working out 5 days a week does not necessarily mean you have to go to the gym every day. I recommend the gym 3 times a week and the other day or 2 you can just go for a long fast paced walk around your neighborhood. Try to vary the things you do so that you do not work out the same parts of your body 2 days in a row.
Most professionals will tell you that if you work out your arms and chest on a Monday do not exercise those muscles again for at least 48 hours. This is to give the muscles time to heal and grow. It is this straining and resting of the muscle that makes it grow not just the working it out. If all you did every day was work the same muscle group in a few days the muscle would be more likely to tear in a painful experience and the only thing you will be able to do for several months will be playing in an online casino from your laptop in bed.