Exercise helps you lose weight by raising your metabolism so you burn more calories for several hours after you finish exercising. A study from Oslo, Norway shows that you have to exercise at almost 50 percent of your maximum capacity to increase your metabolism(1). Only vigorous exercise that increases body temperature and makes you sweat will increase your metabolism enough to continue burning more calories after you finish.
Exercise makes you hungry so you eat more food, but you do not eat enough to equal the increase in calories that you burn during and after hard exercise. However, intense exercise damages muscles and makes you sore. If you exercise vigorously the next day when your muscles are sore you are likely to injure yourself. If you want to exercise vigorously every day, you should choose two sports that use different sets of muscles, such as cycling and rowing.
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