You want to make sure you are at least a little bit comfortable too. Not super comfortable though. Working out is meant to make you miserable, er I mean healthy and happy.
In all seriousness although my relationship with exercise is a bit tumultuous I know how important it is to my health. It's super important to get at least some physical activity in each week even if you take it super slow and work your way up!
Just remember, there's no business like show business, like no business I know.
That doesn't really apply here, but it's worth stating.
Pullover: Old Navy (similar here)
Top: Target (here)
Pants: Target (here)