Answer
1. They do not see any changes in their body
The reason you don't see changes in your body is because you either aren't exercising enough every day or you quit too soon. If you don't see any changes in your body, it's probably because you were too late, ate too much sugar / junk food, or maybe you don't see changes because your body isn't ready for it.
2. Exercise HURTS
Well, of course it hurts, it's supposed to be hard, not easy, or challenging. The reason it hurts is because you haven't exercised enough to get some real progress, or it just hurts for some unknown reason.