Is it really no pain no gain? Is better to do little lots or big lots but less times a week?

The DOMS you are experiencing will be maximized when you are first starting out. As you continue working out, they will not be far as bad. I actually get happy now when I feel sore the next morning after a workout.

As for your body hurting and having to miss a day, just work an opposite muscle group the next day. That's how people get in the gym 5-6 days a week. For example, if yesterday you lifted biceps and triceps, then today do legs, tomorrow shoulders, and Thursday back.

In my opinion, some soreness and stiffness is to be expected. But actual pain? Not so much. If you hurt so much that you can't function, you're overdoing it. Build up gradually.

Regularity is much more important than 1 intense burst. Agree with others some soreness expected.
These days everyone wants immediate results overnight with intense workouts to maximize every second.

But if you have a long term approach and can keep regular workouts, you will probably naturally want to increase your routine as you get more into it.

For me, gradual has always worked best, then at some point I find I seek out more in the workout, and even to the point where I will work out when sore. The body's ability to adapt is pretty amazing, one you just get started.

Example for me, I am feeling some knee pain today and am going to lay off today because I know my body... but there are times where I am just sore from a good workout, and maybe I will do cardio on the sore day, or lift lighter just to maintain some regularity. Rest days are good too though.

That's my long winded take - good luck!

if you can already run 2 miles in 20 minutes, you don't need anything like couch to 5k. what are your running goals? do you want to get up to half marathon distance, 10k distance?

it looks like you're at a tough mudder in your picture. they're typically 10-12 mile events, so having the ability to cover that distance comes in handy.