Why is it important to ease into an exercise program?

So you don't shock your body. Doing a high intensity workout with muscles who are aren't accustomed to using can make you very sore, and if you continue to work out at the same rate every day, you can injure yourself. Also, exercising when you're already sore will not make you stronger; it can actually eat away at your muscles and undermine the whole purpose of an exercise program by making you have less energy and feel the need to eat more. If you work out a little every day, you train yourself for harder workouts in a way that's less likely to shock your body.