1. A personal training device that monitors a user's progress status in relation to at least one target value associated with physical exercise and outputs an instruction to the user regarding attaining the at least one target value , the personal training device comprising: at least one memory device storing a set of tasks, wherein each task defines the physical exercise and the at least one target value for the physical exercise, wherein the tasks are divided into a plurality of categories in an order of increasing training requirements, each category being associated with a plurality of tasks, and wherein each category is linked to a unique progress status indicator representing the training requirements; and at least one processing circuitry, wherein the at least one memory device and the at least one processing circuitry are configured to cause the personal training device to perform operations comprising: determining the progress status of the user, determining whether a sensor is currently connected to the processing circuitry to determine a type of measurement data the processing system is currently able to acquire; retrieving from the memory device at least one task from a category associated with a progress status indicator corresponding to said progress status of the user, the retrieved at least one task being selected based on a criterion, the criterion requiring that the selected at least one task have a target value measurable using the sensor that was determined to be currently connected to the processing circuitry, wherein said selection based on the criterion comprises excluding at least one task of the set of tasks that has a target value measurable with no sensor currently connected to the processing circuitry; outputting an instruction to the user to perform the retrieved at least one task; acquiring measurement data generated during said physical exercise using the sensor that was determined to be currently connected to the processing circuitry; comparing information acquired from the measurement data with the at least one target value associated with the instructed physical exercise; upon determining on the basis of the comparison that the user has reached the at least one target value, storing in the memory device a task indicator to indicate that the task has been completed; determining that the progress status of the user has increased sufficiently as a result of completing the task; increasing the progress status of the user; and outputting the progress status to the user.