I lost 50lbs a few years ago.
Walking was a great gateway drug for exercise since I really hated the idea of exercise and sweating, plus I felt so awkward and out of place going to a gym. It always felt like everyone at the gym was staring at me and I felt stupid not knowing how to do things properly. Walking was a solo activity and pretty hard to do wrong, so it eliminated the self confidence barrier at least. Listening to podcasts and audiobooks made the walking more enjoyable, sometimes I’d walk for hours and not realize how sweaty and tired I was until I stopped due to a phone call or something.
Beyond walking, a friend got me into rock climbing. It seemed super daunting since everyone at climbing gyms is so buff and I had no muscle and lots of fat and couldn’t do a pull up to save my life. But it turns out with proper instruction the entry level climbs are pretty easy, no harder than climbing a ladder. But then when you get to the top there’s adrenaline from the height looking down, plus a real sense of accomplishment. It helped me build momentum. Eventually things got easier as I did it more often. And once I started looking in the mirror and seeing actual muscle on my arm it was a huge confidence boost and I doubled down on my efforts. Getting over that initial hump where you don’t see any benefit yet is the hardest part. I never fully lost my belly fat even today, but the visible muscle growth was something I could latch onto to keep motivated.
TL;DR: start small, avoid situations that hurt self-confidence, find things that are enjoyable or exciting, look for signs of progress in order to stay motivated
Edit: to be clear my diet changes made a huge difference as well, I’m not attributing my weight loss entirely to the exercise. But I was responding to the question of how to start exercising. I do think it made a difference. I found regular exercise improved my mood which probably helped me limit overeating from depression/stress.