What does 亮黄灯了 mean in 我承认，应该是运动量过大，身体亮黄灯了?
This probably refers to the orange light (黄灯) in a set of traffic lights. 

Essentially when the orange light lights up, it's time to slow down and stop. In this case, it refers to your body switching to the "orange light" (muscle cramps, short of breath and etc...), which is a sign for you to slow down and take a break from excessive exercising.