Ok, I joined a gym about a month ago (ok, I actually started working there and got a free membership) and after doing 3 weeks of cardio, I took the orientation to the weights two days ago! (I can't afford a personal trainer, but a free weight orientation I can do!)

Now today I am in incredible pain! (ok, it's not that bad I'm just a wimp!) I'm a bit sore when I go to stand after sitting for awhile, and I was especially sore when I rolled out of bed this morning. However as I move around it starts to go away.

My question is this, should I still lift today? (I was going to try and go M, W, F every week!) Or since I'm new at this, should I just sit around and be cautious??

The worst soreness you will experience is when you start out. You could lift today but I think whatever muscles are really sore on you today may need a day or two longer.

You might also want to look at splitting your workout differently if you are doing all muscle groups every day. My plan is the following:

Su - UBWO (Upper body work out - weights)
M - Cardio
T - LBWO (Lower body work out - weights)
W - Cardio
Th - UBWO
F - Cardio
S - Rest
Su - LBWO
M - Cardio
T - UBWO
W - Cardio
etc etc

So basically every 4 days, I work the same muscle group. Trust me, on some weeks, I need those 4 days as I am still sore up to the 3rd day.