When doing cardio exercises, it helps the brain because the lungs put oxygen into the blood which then gets carried to the brain. For cardio I run, walk, and do aerobic exercises.
According to Nuffield Health, it says "Aerobic means ‘with air’ and refers to the body producing energy with the use of oxygen. This typically involves any exercise that lasts longer than two minutes in duration. Continuous ‘steady state’ exercise is performed aerobically. Anaerobic means ‘without air’ and refers to the body producing energy without oxygen. This is typically exercise that is performed at a higher intensity. There are two ways that the body can produce energy anaerobically."
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That burn feeling when working out happens when there is a buildup of lactate acid. Some people might not like that feeling, but that is where I am different. I know it's a good feeling and it's actually letting the muscle break down so then it can rebuild to be stronger.