Physical- It'll help keep you in shape, obviously! You could control your weight and reduce things like cardiovascular diseases.
Social- It's said that when you exercise, you'll gain some self confidence because you'll be more happier with the way you look. More self confidence means more being social, and stuff with friends!
Mental/emotional- Well, I just mentioned the self confidence thing, but there are a few studies that have shown exercise to improve memory, make sleeping better, and relieve stress.