During the 1530s, St. Ignatius Loyola began writing about the emotions that took hold of him — feelings of gratitude and anguish, consolation and sadness — while encountering the scriptures. Those meditations eventually became the Spiritual Exercises of St. Ignatius Loyola, first published in 1548.
The Spiritual Exercises is a compilation of meditations, prayers, and other contemplative practices. It is not like other classics in Western spirituality that are typically read from beginning to end. It is more like a handbook, especially for use by spiritual directors who accompany and guide people through this dynamic process of reflection.
And while the Spiritual Exercises is a book, it is also a series of exercises developed by a man who believed that stretching oneself spiritually is as important as an athlete's conditioning routine.
The object is to help people develop their attentiveness, their openness, and their responsiveness to God. In other words, the exercises embody the characteristic themes of Ignatian spirituality. They are organized into four sections or "weeks." These are steps along the path of spiritual freedom and collaboration with God’s activity in the world.
Here is one helpful summary of those stages, offered by Ignatian Spirituality.com, a service of Loyola Press in Chicago.
The meditations and prayers of the second week teach us how to follow Christ as his disciples. We reflect on Scripture passages: Christ’s birth and baptism, his sermon on the mount, his ministry of healing and teaching, his raising Lazarus from the dead. We are brought to decisions to change our lives to do Christ’s work in the world and to love him more intimately.