I also have some knee pain (especially going up and down steps) and have tried a few different, over the counter braces. Honestly, nothing I’ve found accomplished very much. I’m not saying there aren’t good braces out there but I have not found one that helps my situation.
If you’re experiencing pain then consultation with your physician should be your first option.
That’s the one I had. I used it for a few weeks when I started lifting weights and as I got stronger I didn’t need it anymore. Since you just started exercising try the one you can pick up at CVS and Walgreen. If things don’t improve, go see the doc.
I’ve used a number of different knee braces over the years but these days I’d rather use Kinesio tape. It maintains its tightness throughout the day. It accommodates any size. It’s less hassle to sleep in. It’s not constantly slipping as you walk.
I find the tape lasts for about 4-5 days on me. Then I apply a new batch. I get 2-3 applications per box of tape, depending on how much each application uses.
It’s a little more pricey than a brace but the effectiveness and convenience is way higher.
If you’re not sure how to apply the tape, there are loads of fitness videos on Youtube that cover every angle.
I’ve had knee pain for decades, often triggered by sitting wrong (if I’m on a 5 hour bus ride, my knees are screaming at me by the end), and biking will cause 3+ weeks of pain. I did a lot of physical therapy to try to get the knee bike-able and a brace was never, ever suggested to me. They did suggest trying to tape the kneecap area - I forget whether it was to encourage the kneecap to be more inward or more lateral.
You can certainly try icing the knee especially after exercise. Either with an ice bag, or ice massage (freeze some water in a bathroom paper cup; tear the paper down enough to expose the ice and rub it all over the knee for a few minutes). Avoid things like hot tubs… I’ve found that as lovely as those feel, I pay for it for several weeks afterward, as the heat increases the inflammation.