The good news is that normal muscle soreness is a sign that you're getting stronger, and is nothing to be alarmed about. During exercise, you stress your muscles and the fibers begin to break down. As the fibers repair themselves, they become larger and stronger than they were before.

Is it bad to not be sore?

Not getting sore after training is not a bad thing. Soreness shouldn't be used as a measure of how effective your workout is. Instead, you should focus on other factors such as whether you can lift heavier weights, push through your workout more comfortably or add extra sets or reps to your session.

Is it OK to workout if you are sore?

You can work out if you're sore. Don't exercise the same muscle groups that are hurting. Do legs one day and exercise your upper body the next. By doing so, you'll still be able to get exercise and allow your lower body to recover and rebuild.