It takes up to about 48-72 hours for soreness to go away after exercise, it's probably a sign that you have induced a fair bit of muscle damage. A couple of things can happen when we exercise is fatigue and soreness. The fitter you are and the more accustomed you are to doing a particular type of exercise, the less fatigue and soreness you're likely to have.
There's nothing to say that damage is a bad thing. Damage is actually a good thing, because it means the adaption and repair process. While it's not much fun at the time, making progress with your fitness usually means pushing yourself a little bit more each time. You're not going to keep improving if you don't generate some soreness and fatigue, it's part of the process. If you are trying to build up your exercise routine, it's important to do it gradually, and allow your muscles to adapt and repair.
