It is important not to ignore pain after exercising. There is good pain, due to muscle growth or bad pain, due to injury.
When you first start any type of exercise with movements that are new to your body, you will be engaging muscle fibers that don't get used very often. In the case of running, for example, you are using very large muscles in your legs such as your glutes, hamstrings, quads and calves. Any time you challenge these muscles beyond what they are used to they will start growing, which brings on some soreness. This is the pain that is good and will definitely decrease as you continue to persevere with the exercise. Muscle soreness can last up to a week after the actual exercise even if you don't do it again and this is nothing to worry about.
In terms of the 'bad' pain, there are many injuries that can be caused by exercise if you are not using correct form or are exerting yourself too much, too soon. Running is a high impact exercise, which can put a lot of pressure on your joints. It is very important to wear the correct footwear to avoid jarring, and also to practice good technique so that you don't twist your ankle or pull a muscle.
Most of the time it is quite easy to determine whether you are just experiencing muscle soreness or whether there is an injury. If you are unable to figure it out, though, and the pain persists, then definitely take a break from the running and go and see a doctor. With most exercise related injuries resting the muscle and letting it recover naturally is the best therapy. In extreme cases a physiotherapist may be required.
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