No definitely not good to have chest pain during exercise..
It suggest oxygen demand mismatch..it's suggest underlying coronary artery disease..in young patients there might be coronary artery dissection which can lead to severe myocardial infarction..
If it's causing pain in your chest then you priorly should meet nearby cardiologist to evaluate further...
Yes cardio is necessary but first you have to fit by heart side...
You have risk factor to obesity..so needs to evaluate..
Next Steps
should see cardiologist for further evaluation by 2d echo..treadmill test..
Health Tips
it's important to rule out underlying any heart disease.