This article is from the Fitness FAQ, by Jeff Gleixner (firstname.lastname@example.org) with numerous contributions by others.
A person beginning a training program needs to realize a few things
before they begin. First, changes don't happen overnight. You have
to think about where you want to be a year or two from now and
slowly achieve minor goals. Putting on muscle, or taking off FAT
should be done slowly and correctly for best results. Second, if you
want to become more healthy you'll probably need to alter your
lifestyle for your lifetime. Many people take up aerobics or
weight training, lose/gain a few pounds and quit. Months later
they're back where they were. Third, you need to be informed. There
are plenty of books and magazines to help get you started. Ask a lot
of questions and experiment with different exercises and/or activities.
Last, not everyone has the genetics to have 20" arms or to run a
sub 4 minute mile. Don't get discouraged about what you don't have.
Improve on what you do have.