It lets you know you're still alive. =) If after a good workout, it's saying you're going to get stronger.
But sometimes, pain is signalling your body that something is wrong and needs to be addressed. A dull nagging pain might eventually be something your body gets used to as your muscles find other ways to compensate, but this only masks the initial problem. The weakened muscles get weaker and compensating muscles become over used.
Our bodies are resilient in many ways, but all the masked issues we carry will reach a breaking point and suddenly the slightest exhertion or injury could bring you to a full stop. Rehabilitation will be more complex because of all the layers of injury and body compensation built over time.
So, if you have pain, get it looked at by a Physiotherapist. Don't mask it with medication.