It this happened to just start and you have been training for two month, than it might be from the sweats you were wearing. Some times what ever soap you use to wash them may have a compound in it that could cause an irritant to your skin, an allergy that your not aware of. If it's a new sweat shirt, some of the elements (including dye's) that are used to make them in those third world countires are not the best. You could just wear a T shirt under your sweats or a long sleved thermal underware shirt. If it's not a rash that lingers, than just have a prefered cotton shirt under the sweats. Good Luck.