The first time I worked out, after literally 20 years of inactivity, I was so sore I could barely move for days. And all I did was walk/run on the treadmill for not very long, so I don't think I overdid it. But after a week or so of working out, I was fine and, although I will often get sore if I work a muscle harder than usual or do something new, I've never been that sore since. Even if I take a week off, I'll be a little sore when I start exercising again, but not as sore as I was that first time.
Generally, with the "good" kind of soreness, I find that most of the pain happens when I first start moving. Once I get going, the soreness usually goes away. Even that first time, when I was so sore I could barely walk, once I actually got going, I was mostly fine. It was when I first starting walking that the pain was at its worst.
I'm not a doctor or medical professional, so you should take this for the amateur advice that it is, but in my experience, here are some signs that you might have overdone it or that the soreness might be something more than just normal soreness from a new exercise:
- The pain is in a joint (like your elbow or your knee) rather than a muscle.
- The pain continues or gets worse while you are exercising. My trainer is always telling me that if something hurts while I'm exercising, I should stop what I am doing.
- You experience a sudden, sharp pain while doing an exercise.
- The pain is still severe or throbbing after you have been at rest for awhile.
- The soreness continues for more than a week (give or tak a few days--as ennay said, everyone is different, so the time period may vary--you'll get to know what is normal for your body). But if your left leg has been sore for weeks on end, it's time to see a doctor or at least give the leg a rest.
denialisnthappiness: you absolutely should not be constantly sore from weight lifting or cardio; that would definitely be a sign that you are overdoing it. Sore soreness now and then is normal, but not all the time. In terms of weight-lifting, if you are just about at the point of failure when you finish your reps (a 9 on an 10 point scale where 1 is "I could do this forever" and 10 is "I can't do another rep"), you're doing it right.