Exercise is incredibly important b/c of all the positive neurochemical effects it produces.
But if you're exercising by yourself, it's easy to skip it, especially if you're already feeling down.
It's better to take part in some kind of team or class activity where there's a little bit of social pressure to show up.
There will be mornings when you think, "I don't want to go, but I don't want to let those guys down," and so you wind up doing it.