Not everyone gets that. I have exercised very hard at times in my life (American football in high school), and while I feel better in general when I’m active, and playing sports can be quite fun and rewarding, I have never gotten anything from running or other pure exertion other than tired and hungry.
It's called "runners high", and true maybe not in the beginning, because we're all different, but we're also all the same, and over the course of a lifetime, the odds are in favor of you eventually experiencing it. Realistically, I only get it about 20% of the time I go out and the other 80% of the time, am relying on the knowledge that I'm doing good for my body.