Some people love it, some people hate it, and some people use it as an excuse to take lots of extra rest or to not train at all...
DOMS (delayed onset muscular soreness) usually pops up about 24-48 hours after concluding your exercise.
Many people's instinct when they feel pain or discomfort of any kind is to stop training, and rest, until all or most of the pain has abated, unless you're one of those people who take DOMS as a positive sign of a good workout.
The reality is, DOMS is caused by very specific phenomenon that can be managed effectively with a little bit of consideration. Although unavoidable, it doesn't have to be severe, last very long, or occur frequently.
DOMS is caused by these two things:
A) Novel physical stress - some kind of exercise or some amount of volume that is very NEW to you
and
B) The eccentric portion of the exercise, or the lengthening of a muscle under load, this is the descent of the bench press or squat, for example
It should occur to you quickly, then, that once the exercise is no longer NEW, or if the exercise does not contain an appreciable amount of eccentric loading, it will not stimulate muscular soreness.
Practically, if you start a program, and it makes you sore, all you have to do is NOT STOP and the soreness will go away. If you rest because you are sore, and therefore wait longer before you train again, some detraining will occur, and the exercise will produce more soreness that it would have otherwise.
A final point, although it's good for you to remember that I am not a doctor and I am not qualified to prevent, treat, or cure any medical condition you may have, I have coached >1000 people through all sorts of pains and discomforts associated with training. 99% of the time, the more the person moves, the faster the pain/discomfort/soreness will go away.
This makes sense when you consider that movement encourages blood flow through the damaged muscles and this will facilitate more rapid healing.
So bear in mind that soreness is not a price you pay TO TRAIN, it is a price you pay to STOP training.
Keep at it!