Pain from execise: Push or Heal?

I have started to exercise again regularly and am trying to do something every day to keep active. The question i have is when your muscles are sore from exercising should you let them heal before proceeding or if pushing through it helps. For example if i push through it is there any benefits, also if the healing time takes to long i feel as if i will get unmotivated. Currently i have been pushing through the pain and stretching regularly as to not cause any damage. Normally once i stretch a good amount then start exercising the pain seems to back off until later in the day but then becomes pretty intense before bed and in the morning. Obviously i do not want to hurt or pull any of my muscles. What are some experience`s from others and thoughts?