Physical exertion was and still is the first form of character building. As a child, movement was the initial way we learned to assert ourselves. Our physical behavior was the only window to know what kind of character we had. Early on, the only way for parents to influence our character was to influence our movements: explore, play, run, touch this, don't touch that, and childhood.
“Difficulties strengthen the mind, as labor does the body.”
Physical culture and eventually exercise became a tangible and easily understood way to modify ourselves. Prior to all the industrial and technological revolutions, we didn't dissociate ourselves from our bodies. They were one and the same, and changing our bodies also meant changing our being.