When you lift weights, you push the muscle fibers to work just a teensy bit too hard. They get so tired that they may need some time to repair. On their own time off, they like to relax, build themselves back up, and get stronger. For best results, you should wait about 48 hours between sessions and lift two or three times per week. If you're on a heavy-duty program of switching the muscles you work and training every day, your rest days will be those that aren't spent training a particular muscle group.