I'm an occupational therapist and worked with a lot of people after knee replacements (although in a lot of cases not much OT was needed). The vast majority were glad they had it done. Some were glad and in less pain within a few days of surgery. Others needed more time but were ultimately pleased (depends on pain tolerance and how much pain you are in pre-op).

Doing your exercises is definitely vital and being patient is important. Things have probably improved since I went on disability but I used to tell people that the first 3 weeks are rough and then it gets a lot better in most cases. By 6 weeks things usually feel pretty good. Sometimes it is faster than this, sometimes a little slower but overall it's a short time compared to all of life. Just go one day at a time.