Ice skating is probably one of the healthiest forms of exercise.
Before you go on the ice to skate, warm up your muscles and stretch them. This can go a long way to prevention of sore muscles and injury. For excellent references on strecthing and training muscles, check out the FAQ's in rec.dance and rec.fitness. Training programs for competitive skaters are very rigorous. In preparation for competitions the skater must improve their anaerobic endurance, since the skater's heart rate is way above what they could maintain for any length of time.