You need to get your body used to the idea of pumping iron. As you continue with your program gradually increase the weights you are lifting. On those days following an extra hard workout, you might feel a little tightness, but you should not be sore to the point where it hurts to move. If you pick up a one pound weight and do ten arm curls three days a week, you probably will not gain any strength because the one pound weight is too light. It is not putting any strain on your bicep.
Strength is gained by wearing down the muscle and then allowing it to rebuild.
This is called the overload principle. You have to lift a weight that is heavy enough to challenge your muscles working your muscles until they are fatigued. Then you take a day off to allow your muscles to rebuild. The key is to workout with a weight that is not too light and not too heavy.