If your search terms retrieve results that are too broad, check to see if a narrower relevant term exists in the MeSH Database and search with that instead.

For example, searching PubMed with the term exercise retrieves more than 500,000 results.

Exercise is a MeSH term. It exists in the MeSH hierarchy (as shown in the MeSH Database) in two places, below Motor Activity and Human Activity.

Here it is under Motor Activity, and it includes multiple narrower terms like Gymnastics, Muscle Stretching Exercises, and Running. If one of these narrower terms describes the type of exercise you are researching, use it instead to narrow your search.