Sudden Dizziness or Chest Pain
Either of these scenarios could signal a serious cardiovascular problem stemming from lack of blood being pumped to your heart or brain. If you experience these symptoms, you should stop exercising immediately and if they dont subside then you should seriously consider visiting the ER. Sometimes symptoms like chest pains or shortness of breath can be caused by sudden pains or muscle cramps, so be sure to have your doctor evaluate you to be sure.
Chills, Headache, or Blurred Vision
If you experience any of these symptoms while exercising in hot weather or inside a hot building, stop immediately. These symptoms could be a sign of heat stroke, which is potentially fatal. If you don't feel better right after stopping, your body temperature could be so high that it needs to be cooled right away to prevent possible brain damage.
Feeling the Burn
In order for muscles to gain strength and endurance your body breaks down carbohydrates into lactic acid. This makes your muscles acidic and causes the burning sensation. The longer you're in the burning zone, the longer it will take for your muscles to recuperate for your next workout. When you start to feel the burning, slow your pace and exercise at a low intensity until it subsides.
Pain or Tenderness That Doesn't Subside
Overuse injuries to bones, tendons, and ligaments are often preceded by localized soreness on one side of the body. This soreness will generally get worse with continued exercise, so stop immediately if you feel this sort of pain. This is different than delayed onset muscle soreness which will typically occur 8-24 hours after intense exercise. This will usually take a few days to completely subside, so exercise at a lighter intensity until you're fully recovered.