Pain
Working out is inherently unconformable. If you don't feel any discomfort, then you're not challenging your muscles, and you're not getting stronger.
So if you're squatting and you feel a burning sensation from your muscles working, that's totally normal.
But if you feel a sharp pain in your knee, you should stop.
And if you have sharp pain that persists, you should see a medical doctor or physical therapist to see what might be causing it.
This isn't to say you should stop exercising whenever you have pain.
You shouldn't work through pain, but there are plenty of ways to work around it.
If you can find a way to do an exercise pain-free, go for it. For example, if you feel knee pain while squatting, you can try squatting less deep or using a lighter weight.
And if you have a true injury like a sprained ankle, you can still work out other body parts.
As Mia Lazarewicz, the owner of Amplify Fitness and the author of the book Becoming a Personal Trainer, explains, "Typically with mild acute injuries, you’re safe to exercise the non-injured parts of your body as you please. (For example, someone who sprains an ankle could safely do an upper body lift the next day.)"
In fact, "Research suggests that training uninjured body parts helps injured body parts heal faster."
Then, after consulting with a medical professional, you should try to use the mild injury "as soon as possible, but with deep respect for the injured tissue. Sharp pain is always a no-go. Always. Dull pain and aches, if they stay dull, can generally be safely used at a slow speed with light or no weights. If you’re cringing or holding your breath to manage the pain, that is a sign to stop. If your pain gets better as you work, that is generally a sign that you’re safe, but not a sign that you should be increasing weights."
With pain, it's always better to be safe than sorry. If you're not sure whether to keep doing a movement that causes discomfort, it's best to stop and ask a doctor or physical therapist for their advice.

