You should see a doctor if you experience urine leakage during exercise accompanied by a heavy feeling in your perineum. Urine leakage is common, but if you experience it and a heavy feeling, it could indicate pelvic floor issues that should be addressed before you continue exercising. Any pain, lightheadedness, nausea, or feeling unusual in any way means you should immediately stop exercising. See a doctor if it persists. It’s also important to let your doctor know if you notice any new or large veins or what appears to be clots.