Should you be sore after a workout? How sore? Some folks think that if they aren't sore after a workout it must not have been a hard enough workout! First of all, you have to be able to differentiate types of soreness. While muscle soreness is OK within reason, joint pain and soreness is something to take seriously.
Over the years I've noticed that when I do a brand new exercise I'll sometimes have joint pain as well as the expected muscle soreness. I don't ignore the pain, but if it's limited (say a 1 on a 1-5 scale) I don't write off the exercise. I'll try it again a few days later and typically the exercise will feel fine. Any time that you have a bad knee, bad shoulder, etc, you should proceed very carefully with any new exercises that affect that joint. After a good general warm-up, go very light and do only one set, two at the most.
If you're new to exercise and strength training you should always begin slow. Your muscles will be plenty sore without really trying. I suggest that you actually try not to get sore. Since simply doing a dynamic warm-up on its own is likely to get you sore, trying to get sore is only going to make you miserable. Ease into it and keep the momentum going so you can eventually get more advanced with your workouts.