Not all pain means you should stop exercising completely, but it also shouldn’t be ignored.
The most important question is why the pain is there. Continuing to push through discomfort without understanding the cause may allow a minor problem to become a more significant injury.
After assessing your symptoms, I’ll advise whether it’s appropriate to continue training, modify your activity or take time to recover. The goal is to keep you active wherever possible while protecting your long-term health.