Exercise stresses the body out (releases cortisol). If you're not accustomed to it, the body doesn't know how to handle it and does its best to make you stop. Hence the misery.

I enjoy exercise, but it took some time to adapt (I wasn't an active child, either). I don't always enjoy it while doing it, but the feeling afterwards more than makes up for it. I'm planning to spend a lot of the holiday at the gym/pool/doing shaky yoga.