Instead of starting with the gym, start with nature. Walking is easy and free. You can plot routes in your area that last about an hour roundtrip on foot from your home to start. As time progresses, you will notice your endurance building and your pace getting quicker. After say, a month or so, you can move up to something more challenging (or just stick to walking).
Also, try some resistance training. If you don't have weights, try jugs (quart/gallon, etc) and fill it with water until it gives you a good challenge to lift it.
And don't forget the diet, a very important aspect of weight loss. Eat fewer calories than you burn, and consume nutritious foods.
