You often get aches, when starting these exercises (4)
I believe the answer is:
yoga
'these exercises' is the definition.
(I have seen 'Healthy exercises' mean 'yoga' so perhaps 'exercises' could also mean 'yoga')
'you often get aches when starting' is the wordplay.
'when starting' says to take the initial letters.
The first letters of 'you often get aches' is 'YOGA'.
(Other definitions for yoga that I've seen before include "Hindu system of meditation and physical exercises" , "Hindu physical and mental exercises" , "Hindu philosophical system" , "Posturing" , "(Hindu) mind and body toning" .)