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The pain you feel when you're sore is known as DOMS. Delayed onset muscle soreness. This is from the microscopic tears that you've created in your muscle while working out.
Your muscles need ~ 24-48 hours to recover. If you train legs on Monday, it's a good idea to wait until at least Wednesday to train them again to ensure they're fully recovered. HOWEVER, the worst thing you can do when you're sore is nothing at all. You want to still keep moving, maybe go for a walk or train a different body part because you still want blood flowing in those sore areas.
What you need to be cautious of is working out TOO HARD when you're sore. Not allowing your muscles enough time to rest and recover will not be beneficial to help you progress.
Just be sure you aren't experiencing JOINT pain and the pain you're feeling is solely muscle pain from pushing hard in your workouts.
All in all, it's important to allow your muscles enough recovery time to rest and repair but it's important to still remain active. The more your muscles move, the faster they will recover !