Could be sweat. I noticed on Saturday (my gym day) I had developed a heat rash on my chest where I usually sweat the most during a workout. Not really sure of a solution. I do know I usually wear a loose tank top when exercising but recently started to wear a fitness shirt with sleeves so that may be part of the problem. Loose clothing may help prevent it. I ignored the rash (didn't scratch it) and it was gone after one day. I am going to the gym tonight and I am wearing my fitness shirt. If I get the rash again I am going to switch back to a tank top and see if that helps.
I get very itchy on my arms, legs and sometimes belly. It is a lot worse when I have put on any sort of cream, lotion or body wash within the last couple of days. People can be allergic to their own sweat or it could just be an irritation from your clothes, cream or something.
Try wearing hypoallergenic clothing or shorts to see if that helps or try wiping your legs down with a clean damp cloth to help the irritation.
The salt in your sweat may be drying out your skin and causing it to itch.
Sweat is a way of cleansing, in a sense. When we don't sweat much, our sweat tends to be more putrid. Since you're just starting, this may be the problem. The good news is that you'll sweat out a lot of it after a few days of exercise.
Also, did you eat anything that had a lot of sodium in it before the workout? If I have a lot of salt in my body, my sweat tends to irritate me more. It used to make my skin itch and burn. Now that I exercise more and, hence, sweat more, the problem has disappeared.
Just keep it up, even if you have to pause and scratch everything that itches. :)
Thanks so much for the ideas.
I'll take the salt into consideration the next time it happens? Very interesting!