My disease is in remission so my immune system is not attacking my joints and muscles any longer. However, I have a lot of physical damage particularly from PM after losing 40 lbs of muscle and do have various pain issues but nothing like what I had in the first year until the disease was brought under control.
Instead of focusing on pain issues focus on getting your immune system under control which is the source of the pain. Pain meds won't help in the long run. Most docs will start a regimen of prednisone for mctd and introduce imuran or methotrexate and taper pred if things are working. It can take a long, long time to suppress your immune system. One of the big mistakes is when a treatment is effective and you become asymptomatic treatments are stopped. Usually, the autoimmune response (a flare) kicks in and you start the cycle all over again. There are less powerful meds like plaquinel which is often the drug of choice for mild cases of lupus. Discuss the various options with your doctor but keep in mind that dealing with the immune system is a long slog for most of us. I was on pred for 6 years and imuran for 5 and willing to increase doses or try something new rather than let my immune system attack me again.
Some patients eventually go into remission and can come off meds. Some have chronic, stubborn cases and need low doses of some med to work. Every case is different in presentation, intensity, and response to treatment so there is no one size fits all treatment.
In regard to exercise. It is not important what that is but take it easy. If you have a lot of joint pain water exercises, either swimming or in a therapy pool, are good. But keep in mind these are not weight bearing and are not beneficial for your bones and that is important if you are taking pred or some other drug that can affect your bone density. I had a long formal course of PT, OT and speech therapies as both an in and out patient and then gradually went back to my normal routines at my health club....free weights, resistance machines, range of motion, stretching, elliptical, walking, and eventually some calisthenics. I do not run anymore but wish I could... Again, it is not as important what but do what you can. If you have serious limitations ask your doctor for an order for PT. If not, find a physcial trainer who works with seniors or the disabled....not someone who trains young athletes because they will take too aggressive an approach.
There is a biological imperative to use our bodies and the old adage of use it or lose it applies no matter whether healthy or sick. There are many studies about the benefits of physical activity and that moderate activity can acutally have an anti inflammatory effect. If you you joint problems, moderate exercise is very important to maintain your muscle strength (50% of joint support comes from muscles), flexibility, and range of motion. The impulse is to do nothing but that just makes the problem worse in the long run and that leads to more disability and increased pain.