Learning how to exercise can often be confusing. Everyone has a different exercise program and philosophy, and a lot of explanations for how those methods should be executed. With this overwhelming amount of information, you may lose clarity of your goal, or simply have no clue where to begin. The methods themselves will generally direct you on how to perform the exercises; this is a guide to having the right mindset and finding the right methods for you.
Strength training begins with you. Many programs offer to be the absolute best strength training program, but you are the common denominator. Before you begin to exercise, you need to understand your body. Do you have a lingering injury? Are you handi-capable (I prefer to use this version of the word)? Do you have a specific goal in mind for your training (sport-specific, strength feats, weight loss, etc)?
Now that you've answered those questions, you can narrow down the training you can perform. For instance, if you wish to play intramural soccer, but you have a lingering knee injury, running on a treadmill may not be the best solution (I personally despise the things); however, training in isometrics to improve blood flow and tendon strength (Isometric-Training.com has good information regarding this), or doing support lifts to increase bone and joint strength (LegendaryStrength.com provides good insight on weight support) may be good training options for you.
Finally, before performing the exercise, after you've chosen your specific style, ask yourself if you are prepared to carry it through. Doing these will take a great deal of time and effort. You must have the motivation to push through for your priority. NOTHING should prevent you from reaching the goal that you have set for yourself, especially not YOU.
You may feel discouraged if you don't immediately see or feel the results you desire. If you feel discouraged, stop. This does not mean give up; when you are disappointed in your progression, you lose focus and reduce effort on your exercise. If your discouragement is progressive, you may mentally implement a 'reverse placebo effect' so that your body becomes physically unresponsive to your efforts. Where the mind goes, the body follows.
So stop what you are doing and relax. You are not alone, and your goal is still at hand, but your approach will need to change. Keep a training log and body statistics so that you will know whether the program is effective, even if the effect is initially minimal.
If the program you've chosen is not producing results, ask yourself if you have put your 100% effort into the workout and recovery. If so, then you may need to go back to the brainstorming stage to determine a different method or approach to your goal. But if not, you must resolve yourself to put that effort into your training, even if your training has a time constraint. Your mental input for your training is just as important as your physical input; once you feel that you have regained that mental stability, resume your workouts with a vengeance. Putting 100% in does not mean expending all possible physical and mental effort so that you have nothing left in reserve. A huge part of fitness is building up vital energy, and trying to constantly operate on low vital energy can put you into the negative, and that's when the bad results show.Exercising too hard? Learn why Yoda says "Relax" and how training to failure isn't always a Force for good. If for any reason you cannot shake that discouragement, talk to a fellow trainer. I would like to reiterate that you are not alone. Many prominent trainers have been in your position and can offer positive, rejuvenating advice to enhance your fitness journey.
All you must do is ask. Though filled with powerful, intimidating men with the strength to bend steel or lift frighteningly large amounts of weight, the physical culture community is a very nurturing one. There is often someone who can empathize, but always someone who is willingly to help you reach your fitness goal.
Take all of this in consideration for your training, and you will know how to exercise to reach your fitness goal(s). Translate all the above in other aspects of your life, and you will know how to reach most any goal your mind can establish.