After the first day at the gym my body hurts the day after is that a normal thing what should I do to reduce some of the pain?
Perfectly normal as long as it's "tightness" or "soreness" and not "pain". If you need a further definition please ask, but it's pretty easy to tell the difference.
To reduce some of that soreness, however, I suggest a protein shake mixed with some sort of fast-acting carbohydrate immediately after workout - orange juice mixed with vanilla protein is one of my favorites. Your glycogen stores are very low after strenuous exercise (thus the orange juice) and having easily accessible, easy to digest protein (whey or something of the sort) will make it easier for your body to recover.
Also, try stretching post work-out - this can help a LOT as your muscles contract and become tighter. Five minutes of stretching plus a five minute, low-paced walk on a treadmill or path can make a huge difference in how I feel the day after exercise.