I disagree with photochick, to a certain extent.
I've experienced all sorts of aches and pains while exercising, ignored them, and haven't damaged myself as a result. This applies just to running, though.
For me, running brings about all kinds of random pains and discomfort. I've had pain in my foot, in my knee, in my shins, in my side, and so on. When it happens, I try to assess what it is I'm feeling. Is this something to be concerned about, or is my body just harmlessly protesting or adjusting to new demands?
99.9% of the time it is something I can ignore and push through without any harm. The pain does go away, and normally doesn't return the next time I am running.
If and when I do feel something to be worried about, though, I just know
. I don't know why, but I just know when a certain ache or pain isn't something to ignore. That's when I stop and try to figure out what's going on, and how to fix it.
In my experience, there are some pains that are not "normal" and do signal that something is wrong. But, most of them are just "phantom" pains that I can safely ignore.
If it's a persistent, nagging pain in the same spot that gets worse over time, then I definitely
know something is wrong and it's time to do something about it before I get an injury.
I know this doesn't really help you though, since I can't articulate what ones I ignore and which ones I pay attention to.