In the winter, we usually let our cars warm up a bit before driving off. You can compare beginning your workout to this same principle. During a warm up, you physically prepare your body for the demands of exercise by gradually increasing the body's temperature.
Sudden strenuous exertion can be linked with potential cardiovascular and musculoskeletal complications. Research has shown that without proper and gradual warm up before cardiovascular exercise, some people can experience heart rhythm irregularities or even chest pain because inadequate oxygen is not supplied to the heart muscle.
"Warming up" means exactly what it implies. You gradually increase your body core temperature, which increases blood flow to active muscles and allows your body to adjust to circulatory changes. After a warm up, there is less chance of musculoskeletal injury because you increase blood flow to active muscles, making ligaments and tendons more flexible and increasing your range of motion safely.
There is even a mental aspect to your warm up. Mental preparation can help to ease your mind into the workout. Warming up and visualizing your activity before you start can increase your endurance and help get you through the hardest part of your exercise routine. This applies especially to more strenuous forms of exercise such as hiking, cycling, running or any advanced aerobic class.
An effective warm up should include 5 - 10 minutes of active movement BEFORE light stretching of major muscle groups. Usually this gradual movement will "mimic" the activity you will be performing. It is NOT recommended to stretch first as your muscles will not have the proper blood flow providing the oxygen and nutrients needed for performance and will not be as pliable.
Go ahead and enjoy your workout REMEMBERING to first warm up and stretch. BE SAFE!