In his first bodybuilding book "Sandow's System of Physical Physical Training", Sandow writes...

"Before preceeding to the movements proper, to be detailed in the following exercises, the pupil-in-training would do well to devote some little time at first to a number of free exercise, with the dumb-bells, so as to give suppleness to the limbs, enable the would-be atlete to acquire correct habits of breathing, and accustom himself to easy and well-balanced postures of the body, with due attention to erectness, yet with freedom from rigidity and constraint."

In this text, Sandow tells us that that the pupil needs to perform the exercises with the light dumbells to get used to the movements. He also instructs the reader to get into healthy breathing habits, standing with a strong but natural posture and to perform the movements in good form.