Chronic Tendonitis.

I have had chronic tendonitis in both elbows 2.5 years. I have had the Cortizone shots and surgery on my right elbow. I tried rehab a little while before the shots and the surgery. I would like to try exercises again to see if I can correct it. My Question? Do you have to work through the aches and pains after a work out, or is that a sign the exercises are making it worse.