I debated this thread title for quite a while, because it is deceptive. It's not that my legs are hurting and I'm worried about it.
Actually it's the opposite. My legs aren't hurting when I ride, and I'm not so much worried about it as thinking I could be getting more from my rides.
So I think it was Jens Voigt who invented the "Shut Up Legs" meme. This implies that there is pain in his legs that he's trying to ignore.
I also have heard of Time Trials described as "X Minutes of Blinding Pain".
To be clear, I'm not saying anything about cadence. I'm a Clyde MAMIL with a bad back (only started riding in my 40s), so grinding is not going to happen. I spin at around 90 RPMs. My back is also why I never, ever, get out of the saddle.
I mainly feel my rides in my lungs. I get winded when I push, like going up a rise or into a hard wind (or both). If I keep pushing, I do notice a "heaviness" in my legs, but they never really hurt. This effect was exacerbated when I switched from a Hybrid bike to a Road bike last year.
So, am I just doing it wrong? Or is it just a by-product of having legs that are farther ahead in their fitness than my cardio?