It’s an unpleasant reality of exercise, soreness is inevitable. There are between 650-850 muscles in the human body, so your Pilates class is bound to make some of those muscles sore. Get in the habit of accepting the soreness and then fight through it. Use a foam roller over your muscles pre and post workout to properly stretch your muscles. Both chocolate milk and tonic water provide relief from achy muscles as post workout beverages.
Most importantly, stretch! Try working in yoga classes between hard core workouts to balance out the pain. Just remember, eventually the soreness will subside.