Calorie intake??

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I've only been counting calories for a couple weeks. According to my age, weight, height, and activity level my suggested calorie intake is 1500 daily. I'm kinda confused about this. A couple days ago i was a couple hundred calories under 1500 and i got a message saying that being under my goal will make it harder to lose weight. So, i guess my question is, am i supposed to eat at least 1500 and do my exercises to burn some of them off? I usually burn off at least a couple hundred calories daily doing my exercises.