It is a good idea if you combine strenuous activity with something that is comparatively less physically demanding. This lessens your chances of over-exerting yourself, and gives your body more time to recover from bouts of intense activity.
Stop when it starts hurting:
If exercising starts to hurt, stop until the pain has completely gone away. Saying like 'no pain, no gain' should be ignored, since they make you push yourself beyond your physical limits... which isn't a good thing, after all. If you experience physical discomfort and things like dizziness, faintness, nausea, shortness of breath etc, please visit your doctor right away.
Also, avoid exercising when you are unwell or sick.