People always chime in with this and it's weird. It's just scaring people and making them think exercise is more dangerous than being sedentary (it isn't). Have some common sense and don't jump into something that hurts and you'll be fine. Watch some videos of how to do established exercises, start with far less weight than you think you can handle and slowly work up to a higher amount over the course of weeks (so you know you're not bending in weird ways), and be consistent with it.

You can hurt yourself doing anything. Nobody says to consult a doctor before doing anything else, but there's lots of fear mongering around exercise. Going from sitting at a desk all day to doing some weightless squats, curling tiny weights, and bench pressing a bar isn't going to ruin your body. It's only risky if you're physically disabled and already know it.

I even see people saying you should see a doctor before you start walking or jogging. No. Start slow, and if it majorly hurts your bones and joints, then talk to a doctor because you may have something wrong. If you just feel a burn in your muscles after a while and an ache in your muscles the next day, you're fine. You're getting stronger.