Intensity is the next component of the FITT Principle. The only way to improve your physical fitness is to make your body do more than it normally does (overload principle). Therefore, you must train within your target heart rate. Remember that every individual will have a different target heart rate.
How hard you work depends on what you're trying to achieve. Even though it states above that it's important to exercise within your target heart rate, this mostly applies to cardiovascular exercise.
For example, let's say that for the last week you have been running a mile four days a week. Your body seems to be acclimating to this exercise and duration fairly well. This week you may want to increase the distance you run or try to push yourself to run the same distance at a faster pace. Either of these will increase the intensity of your exercise.
