One phrase we use is to say 'my muscles are burning'.

Generally, we would describe ourselves as being sore, or aching. You might hear people describing themselves as having "DOMS" as well, which is an acronym for "delayed onset of muscle soreness" - which is the term used to describe muscles usually being most sore from a workout up to 48 hours later. "DOMS" is not as commonly used compared to being sore, but it's a good acronym to know.

We will also say that our muscles are sore. If you haven't worked out in a while and you head to the gym for a workout, chances are your muscles will feel sore for a couple of days following the workout.

In British English we would say "Im stiff" . We would not say my arm is stiff, simply, "im stiff" for example: "im really stiff, I was at the gym this morning and Im not used to it"