I spend a lot of time in the gym and have seen thousands of people get ready to train. One of the main things I notice is how little people warm up. Occasionally I'll see someone on a cardio machine for a few minutes or a do a few light reps on the exercise they are about to do, but for the most part people either can't be bothered or aren't sure how to. Want to know the main difference between people I see warming up and those who don't? The guy/girl warming up 9/10 out performs the guy/girls who jumps straight in. For 3-5 minutes...it's probably worth it.
This video explains how in a just a few minutes you can prep your body for it's optimal performance.
Now this is is only an example and depending on what you are planning to do, it may need to change but it is vital to have a few movements you can perform which get most of your body moving.