It is not how much weight you lift, but how you lift. Exhale as you lift and inhale as you return to the starting position. You want to control the weight, not the other way around.
When shopping for dumbbells, try exercises with varied weights. The perfect weight is when you can complete 8, but no more than 12, repetitions in good form. It is important to use a weight that is heavy enough to exhaust your muscle. Many women start with 3- to 8-pound weights, and men usually start with 15- to 20-pound weights. A full-length mirror can help you see if you are doing the exercises right. Other tips:
Warm up. To prepare your body for the workload ahead, go for a 10- or 15-minute walk. This can help you avoid injury. Also, begin your workout with the large muscle groups, such as the chest and back. This allows smaller muscle groups -- the biceps, triceps, and shoulders -- to warm up while you are working the larger muscle groups.
Give it a rest. After completing a set, or a group of consecutive repetitions, wait one minute before you do the next set. Take several deep breaths between sets. When you schedule workouts, be sure to alternate days. Give your muscles between 24 and 48 hours to recover before the next workout begins.
Stretch. When you lift weights, you are literally breaking down muscle. Then your body rebuilds that muscle, making the resulting muscle stronger -- and sometimes tight and sore. Stretch until you feel some resistance from the muscle you are stretching and hold for 10 to 30 seconds (don't bounce).