To exercise is natural and helps the body redress balances, but exercising to the point of exhaustion is absolutely to be avoided but if contemplated at all should be worked up to very gradually, you should talk to your specialist about exercise boundaries. Unfortunately the exhaustion may "creep on you" and confusion can set in before you are able to take a boost of steroids ( usually hydrocortisone in the form of 100 mg IM ) there can follow a catastrophic drop in blood pressure which, potentially, can lead to death ! If exercising never do it alone and have an emergency plan that a companion can put into operation if he recognises any danger signals. You should have tablets and 100mg Hydrocortisone with syringe and needle and the companion should know how to administer one of these, if you are "floppy" and unresponsive the injection should be drawn up and given IM. Any activity is ok as long as you are accompanied, you enjoy what you are doing and you have the appropriate emergency pack on you.