Nobody wants to catch the flu. Millions of people get vaccinated against the latest flu strains every year because they don't want to suffer through the misery the flu brings. One very common symptom that most patients with the flu complain about is deep body aches and pains.
If you think about the life cycle of a flu infection, it is actually surprising that the influenza virus (the virus that causes the flu), which primarily lives in your respiratory tract, can cause pain throughout your entire body. In reality, the influenza virus itself is not directly responsible for this pain. The pain occurs because your immune system releases inflammatory chemicals (cytokines) while fighting the influenza infection. Some of these cytokines cause your own body's cells to produce an enzyme called cox-2, which creates chemicals called prostaglandins. Prostaglandins have many functions, but one is to sensitize your nerves to pain...causing that aching sensation that comes with the flu.
At first glance, you might ask why would our own immune system hurt us. That's a good question and no one really knows the answer. I suspect that these aches and pains may have evolved to force us to rest when we are sick, so maybe our immune system is hurting us so that it can help us by fighting off the infection faster?