Most of the advice you read for weight training frequency says to do no more than two days consecutively or to take two recovery days between sessions for a total of about 3 days each week -- for beginners at least.
That's not a bad starting point but you need to apply some common sense. I know it makes sense for beginners in order to limit injury and soreness, but as you get fitter, and as you understand how to manipulate the intensity and volume of workouts for any particular body region over the course of a weight training program, then you might very well train every day of the week -- at least occasionally -- although it's probably not a good idea to make a habit of it. It's not like all of sudden the wheels will fall off if you do seven days straight from time to time if you're in tune with how your body is feeling and coping.
Physical training with weights, running or any other form of activity requires a common-sense approach to get the best results. You don't want to overdo it, but if you have a good sense of your capacities, you don't want to be restricted by some arbitrary rule either.
