Health warning signs to monitor while exercising include significant pain, dizziness, shortness of breath, abnormal heart rate, or persistent fatigue. These symptoms may indicate underlying issues such as cardiovascular problems or dehydration. Additionally, extreme discomfort or swelling in joints can signal potential injuries. It's crucial to pay attention to how the body feels and to modify or stop exercise if any warning signs arise. Regular check-ups with a healthcare provider can also ensure individuals are fit to exercise and help identify risks that may need attention.