I always warm up and stretch prior to training. The first 1/2 hour of class is for that. Even on open mats, I do the same routine. Thus far it has allowed me to stay relatively injury free (been grappling for almost 5 years).
However, I am right now dealing with a groin pull (at least I think that's what's wrong) and I can't play closed guard, finish triangles or maintain a mount without being in extreme pain. It's making Jiu-jitsu pretty miserable right now. Ugh. My question is, should I train through it or take off some time and rest up. F'n frustrating to say the least.