Yes, its called DOMS or delayed onset muscle soreness. Usually peaks 48hrs after a workout.

First day or first week at gym is tough as your body feels sore after few exercises. It takes some time for your body to build endurance. Those people who just started going to gym you can take it slow. Sore muscles and lock limbs are normal. However, those people who have been going to gym for over a month or longer build enough strength and endurance to overcome soreness. If you are a continous gym-person and develop soreness, that indicates you overdid at gym. It is time to take it slow and easy. Trust your limits and practice accordingly.