It is good for people of all ages to exercise because exercise helps control weight and gives you more energy. The number of fat cells in your body is determined during infancy. Once a fat cell has formed, you can not get rid of it, you can only decrease its size. This is why overweight babies often grow up to be overweight adults. Most infants will be active on their own - just make sure you are feeding them according to your doctor's instructions.
Toddlers are usually very active and get enough exercise by playing.
However, sometimes when children get older they have a tendency to want to sit around the house. Encourage them to play outside with other children and they will probably get enough exercise. Organized athletics are also a great way for kids to exercise and can help them gain coordination and confidence. If they enjoy it and if they see it as fun - not exercise. If you are active, your child will learn by watching you so take your child on walks, for bike rides or to the local pool for a swim.