Exercise does cause damage to your body, both structural and oxidative. Fortunately, that damage triggers repair mechanisms which make you stronger than before. See http://en.wikipedia.org/wiki/Hormesis#Physical_exercise
An aside: Reading this article made me wonder why I tasted blood after particularly hard workouts. Apparently the heart can pump with enough pressure to rupture some of the capillaries in your lungs. A tiny amount of blood leaks out and gets aerosolized. At least, so says this paper: http://abughrai.be/Vulnerability%20of%20pulmonary%20capillar...
Seriously, how can one not already realize this? You can of course work yourself to death, but you'd think people would have noticed how much healthier they feel when they have been exercising, and how quickly they deteriorate when they haven't.
An aside: Reading this article made me wonder why I tasted blood after particularly hard workouts. Apparently the heart can pump with enough pressure to rupture some of the capillaries in your lungs. A tiny amount of blood leaks out and gets aerosolized. At least, so says this paper: http://abughrai.be/Vulnerability%20of%20pulmonary%20capillar...