Q: Mike, what will happen if I suddenly exercise really hard(not exercising before) Will I push myself too hard? Is that good for you? I am really out of shape I lose my breath going up stairs.

A: I would recommend easing into any new program for a couple of weeks at least. For weight training it'd mean using relatively light weights and not going to failure on any exercise. For cardio it'd mean going slower and for less distance than you potentially could. That'll give you a chance to learn all the new exercises and reduce the risk of injury Beyond that however, you really do want to push yourself.

Pushing yourself in weight training never means injuring yourself or sacrificing good form in order to lift more weight or do an extra rep or two. It does however mean pushing yourself right to the limit of what you can do with good form. You should feel quite tired after a set of to-failure exercise, especially if you're working your legs. Cardio is a little different and I don't advocate pushing yourself all the way to the limit in cardio if you're doing weight training at the same time. But a cardio workout should still certainly feel tiring, just not exhausting. The one exception to that is if you do Hight Intensity Interval Training (HIIT) cardio -- it consists of very short sessions, but you would push yourself to the limit multiple times in each session). You can read about HIIT near the bottom of my Fat-loss article.

So while it's prudent to take a couple of weeks to ease into the program, after that period you do want to push yourself to the limit on each set with weights (keep in mind my comment about maintaining good form though!) and somewhat less so, but still challenging, with cardio. It will not necessarily be fun, but as long as you don't have any existing health condition (check with your doctor if in doubt) and as long as you maintain good form, you will make progress safely.