Make haste slowly. In the early stages of a program, concentrate on participating regularly and enjoying yourself. Don't rush or force things. Look for improvement over the long term, not overnight. Look for a 'lift'.
Research also shows that activity has a positive effect on mood.
Short bouts of activity lead to significant, temporary decreases in tension, depression, and fatigue. Don't get down. It's natural to miss sessions from time to time. Work or family responsibilities may get in the way. And if you're tired, it's sometimes better to take a day off.