I hope you didn't take my comment as discouragement, I didn't mean it that way, and the commenters recommending going slow, stretching and warming up are absolutely right.
I've done p90x completely, parts of p90x2, crossfit and am currently doing a hybrid workout that combines a lot of the tenets of these types of workouts. Just remember that the intensity is the key to a good workout no matter what kind it is. What you consider intense (usually dictated by your target heart rate), especcially starting will definitely not be the same as the program.
When I get my Soldiers started on p90x or anything similar I tell them to start by looking at the reps or time on the screen and just do half for the first couple of weeks, this lets their bodies gradually improve and adjust to the increase in strain they are putting their bodies through. When somebody starts weight lifting or wants to do crossfit I tell them to use only 50% of their 5 rep max until their shoulders catch up to their biceps in strength. If I'm training anyone one on one, I won't let them use any weight till their form through all the sets is correct, ie no cheating.
Good luck, and if you feel sharp pain, immediately stop and ICE the area, if it's just dull burning pain, well that's the burn lol. Have fun, if you stick with it for a couple of weeks, preferably around the same time of day, you will start to look forward to your workout time, especcially when you start to see the results, you'll even start to look forward to the soreness cause it means you had a great workout (generally....)