Avoid speed lifting. That's not very effective, because you're using momentum, not your own muscle power. Organize your weight-lifting program so that you never work the same muscle group two days in a row. With cardio exercises, alternate hard days with easy days, and take one or two complete days of rest each week. Listen to your body.
Good pain is achy, dull and very general.
Bad pain tends to be sharp and specific. Learn proper technique. A trainer can teach you the subtleties of using exercise equipment, such as how to grip a weight bar, how low to squat and how to adjust a machine to fit your body. Small adjustments can make a big difference in the success of your workout program. And a couple of sessions with a trainer are a lot cheaper than a visit to an orthopedic surgeon.