Why exercise?
Exercise is good for you.  Find out what you can do and enjoy it. It doesn’t matter if someone is already an acceptable weight, their body needs exercise. And the more there is to fix, the more exercise the body could use.  For migraines, it seems to raise the trigger threshold.  There are different theories about how this might work, such as improving the blood vessel tissue itself.   Maybe some of the general benefits stated in the link below would apply to how migraines are helped.

When should I stretch?
On stretching, current advice is to warm up before exercising, but not stretch. Stretching will actually cause muscles to tighten if exercising immediately after, the opposite of what's intended.  Stretch afterwards or at the end of the day when not about to exercise. I’ve modified accordingly and am feeling very little muscle and joint pain now.  For more information, see:

Can't aerobic exercise be a migraine trigger?
I had stopped running for a few years from fear that it was exacerbating my migraines, which were chronic at that point.  By "chronic", I mean I had some symptoms daily and took treatment medications up to half the days in a month on average, in additional to multiple daily preventive medications.  After reading Dr Buchholz's "Heal Your Headache", I started running again.  He recommended taking ibuprofen before and after if needed (dosing at least 4 hr apart), but not skipping exercise.  I didn't want to miss out on the benefits of exercise.  Now I run an average of 3 miles a day, 7 days a week.  Every day works better for me than 5 days/wk.  My migraine prone body seems to enjoy this consistency, and little else is consistent in my day to day routine.  It feels great.   In two years, I think I've had to miss only 2 days due to a headache for which I didn't take ibuprofen soon enough.