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The elliptical uses more knee action than some other machines, so your quads are working in ways they are not used to. If your thighs burn when you use it, try 10 or 15 minutes at a time, twice a day, then add a few minutes and eventually go to one long workout. Try adjusting the elevation, if your machine has that function. Warm up by walking around before you work out, and stretch after. You can strengthen your thighs by doing body weight or dumbbell squats or lunges. Your legs should adapt to the elliptical fairly soon. You may still get a little burning at first, but it will subside and you can go on as long as you want.