Just as you gradually increase your heart rate to workout level, you should also reduce it slowly by performing cool down exercises. Keep moving, lower impact, less weight etc. but keep moving and let your body slowly work back down to resting.
When you’re doing a vigorous workout, there is likely a large amount of blood in your extremities. If you just suddenly stop moving, that blood isn’t needed to provide the energy to your legs and could simply pool there rather than going back to the brain and upper body like it’s supposed to. Without performing any cool down exercises, this can lead to lightheadedness and even fainting.
It is touted throughout the fitness world that proper cool down exercises will ease muscle pain and cramps. This is because when your muscles are working hard and you suddenly stop the creatine, lactic acids build up and can cause pain and cramping. By continuing to move your muscles by using cool down exercises, albeit more slowly and with less weight or vigor you help disperse that buildup and allow your muscles to return to their normal resting state.
Going from full activity and pushing your body, to a slower bit of exercise and then finishing with relaxing and relieving stretches, you are giving your body the recovery time it needs to make the workout effective without leaving you aching and miserable afterwards. How embarrassing would it be to faint on your way to the gym locker room after showing off your strength during your workout? Don’t give in to the temptation to just quit, make sure you finish strong by cooling down after your workout.