It is normal to get some soreness in any muscle when you start exercising it, but you shouldn't be having sharp or intense pain.
If it just feels like internal muscles are sore/tired/weak after exercise
, that is normal - rest for a day, then restart kegels but with fewer reps at a time. If sharp or intense pain, or if not lessening after rest, see your doc to check for other problems (cyst, etc.).