I probably have issues of some kind, but I like pain. For me, the best part about exercising regularly is being kind-of sore all of the time. I also enjoy the feeling of running into walls when I'm learning something new. Obviously, doing it too much can be discouraging, but I like having an apparently insurmountable obstacle to overcome.
I don't know how much of this is superstition or a natural perception of the good effects that come after the pain. I love it when I'm sore because I know I'll feel sharp and light next morning.