Being sore is a sign that you've pushed yourself too far for what you should be doing - you're body is telling you that it's too much and you should be doing less.
I disagree with this.
Being in PAIN is a sign you've pushed too far. But a good deep muscle soreness only means you have really worked the muscle.
OTOH, you don't need to be sore to make progress. Even with weights and resistance training, eventually you'll become strong enough/fit enough that your average daily workout won't make you feel that same ache that it would when you first started out and your muscles are getting used to the exertion.