After working out you may get what's called delay onset muscle soreness which can last several hours to days after a hard work out. If you're not used to working out then you will probably get this soreness for a while until your body becomes accustomed to the workout.
Basically, your muscles are trying to prevent damages to itself due to exercising. There are several things you can do to keep from having soreness. First, try work at a slower pace and then gradually increasing the intensity every one or two weeks. Having a sports massage before or after your exercise may help reduce the length and or severity of the soreness. After working out, eating protein can help rebuild muscle tissue.
As for being tired, make sure not to work out too late at night. Your body is still very active after a workout, even if your feel tired. You won't be able to get a good night rest if you don't let your body slow down and relax.
For your sore knees and back, I agree with Absolute Virtue that you may want to get that looked at.
For my last tip of advice, do your research. Research on why your being sore and what you can do to prevent it or reduce the severity of it. Don't just take my word or anyone else here, look at all the facts and do what will maximize the efficiency of your work outs. 3nodding