You should warm up every time you exercise and cool down afterward
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Many people don’t warm up before exercise or cool down, but they should. A warm-up period of light aerobics -- slightly raising your breathing and heart rate -- can prepare your muscles and help prevent injury. A brisk walk or a steady bike ride for 5-10 minutes – or until you break a sweat -- should do the trick.
A cool-down period helps your body recover from the workout. To cool down, simply continue your exercise session but at a lower level of intensity. Include gentle stretching to loosen your muscles, tendons, and ligaments to help prevent soreness and injury.
The President's Council on Physical Fitness and Sports recommends 5-10 minutes of cool-down.
Info from WebMD.