No Pain, No Gain is the first segment of the first episode of the first season of Rocko's Modern Life, and the first episode overall, which also serves as the series premiere.
Rocko is exercising in his house by himself, following instructions given by a creature on television. He begins sweating rapidly. Heffer rings the doorbell. Rocko walks over to the door and opens it. Heffer walks in, but is so large that he cannot fit through the door and eventually breaks through the door. He is so heavy he falls into the floor. Rocko asks if he is okay. Heffer mentions that he has received two passes to the new health spa. Rocko imagines himself winning a race after visiting the health spa.
Rocko and Heffer go to the health spa where Chuck and Leon mention that they have a chart and give points based on how their visitors exercise. They just keep taking points off when Heffer jumps in the pool and causes all of the water to come out. Rocko and Heffer go to an aerobics class. Later, Rocko tries a machine that is labeled "not for beginners" that pulls his eyes out. Next, he tries a virtual reality game which gives him the wrong mission. Heffer just keeps eating without even trying to exercise.
After this, the two play basketball, then the pool. Afterwards the pair are seen in the sauna, where Heffer accidentally makes Rocko spill his drink on himself, and when Heffer tries to get Rocko a towel, he tears Bev's dress off, causing an embarrassed and naked Mrs. Bighead to run off wearing a piano and plows into the Chameleon Brothers, who then kick Heffer out, but let Rocko stay. Rocko stands by Heffer saying that if Heffer's not good enough for the club, then Rocko's not good enough, and the two end up going back to Rocko's house, exercising while eating pizza.