Hip pain due to treadmill

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Yesterday morning as usual I went to the gym and started my treadmill workout. I started gradually increasing the speed and incline. Once I reached a incline of 5%, I started walking at a speed of 3.5 mph. Everything was fine for 5 minutes. After that my right thigh started hurting. I decreased the incline to 2% and was comfortable.I returned home after the workout. My right hip started aching in the evening. At night it became unbearable and spread to my entire right leg. I was not able to stand, sit or even lie down. I rushed to urgent care this morning. Doctor said that there is no fracture. It is just a nerve pinch with the sciatic nerve and asked me to take OTC pain killers, apply ice and to stop gym for 2 weeks. I was wondering what went wrong in my workout. I was doing the same work out from past 2 months and had been regular to gym (5 days a week) from past one year. I think I should have stopped the workout immediately after experiencing the pain. For those who do workouts, please be careful and do not push yourself too hard when you experience pain. Has anyone had similar experiences? Hope I will come out of this pain soon.