Exercise turns fat into muscle. It only appears that way. One type of tissue can never turn into another type. What happens is that exercise requires more energy, which your body provides by burning fat. At the same time, exercise improves muscle tone.
Exercise can be dangerous.
Most people who exercise never get an injury. Those few who do have probably been exercising too much or exercise even when they are in pain. A gradual increase in the intensity and duration of exercise is the best way to avoid getting hurt. You need extra salt after perspiring heavily. Hardly anyone perspires that much.