It is psychologically difficult to take even a single day off from exercising (guilty, less happy, etc.). Is this common and unhealthy? Suggestions?
Addictive. There are new studies out that show that exercise, beside releasing endorphins, release chemicals similar to those found in addictive drugs. Once you have become "addicted" to exercise (moderate exercise is a good addiction), the body does what ever it can to convince you to exercise on days that you skip. Substitute another pleasurable activity, meditation, jokes, etc, on days you skip exercise.
Not a problem. Exercise causes release of endorphins in the brain that make you feel good, so it is understandable what you describe, this is common and not unhealthy, unless it causes abnormal thoughts that cause problems in your life; tell yourself it is ok to take some time off to allow the body to stay fresh and help heal any repetitive injuries.