Well, we all know that exercise is good to maintain a healthy weight or to lose weight or to simply stay in shape or that exercise helps learning overall and with memory retention! Some recent research adds to what we already know. that exercise can actually improve cognitive functioning (how we think, know and understand things around us): exercise allows for not only the creation of new neurons but also the creation of connections between neurons.
http://www.apa.org/monitor/2010/06/exercise.aspx