Not at all. You may have just done a bit too much or progressed your exercises too fast. Once your arthritic symptoms are under control, try again. Start at a very slow pace with only a few repetitions of each exercise. Wait a day to see how you feel. Most people don't know they've done too much while they are exercising. It's not until 24 to 36 hours later that the body shows signs of distress from overdoing it.
Give some thought to the kind of exercise you are doing. Arthritic knees do respond well to the right kind of movement and exercise. Using a stationary bike is a good idea. This keeps the knee in a straight plane of motion without any twisting motions. It keeps the joint moving through its range of motion without the weight of your body putting a load on it.
An aquatics program is also ideal. If you have one in your area, this is an excellent way to exercise while "unloading" or taking the pressure off the joint. In the pool, the effects of gravity are eliminated. At the same time, the joint is supported by the buoyancy and warmth of the water.
If none of these options work for you, see your doctor or a physical therapist. They are trained to find out what exercise is best for each individual based on their age, weight, overall health, and level of fitness.