First I think it's great that you've recognized you are looking to improve your health and get in better shape. Whilst this has cosmetic benefits, you're also looking at a whole range of positives from more energy to increased mood to decreased risk for disease.
One of the most important steps you need to start with before making any major life adjustment affecting your health is to seek counsel with a GP. Not only can they help guide you towards a safe weight loss approach, but also have years of first hand experience helping others.
The second step is make a goal. A REALISTIC goal. Some people want to go from 14 stone to 10 stone, which is a 30% weight loss and takes a long time to achieve. It's agreed that at first you should aim to lose at most 10% in a year. This is not to hinder you but actually proven to be more likely to be achieved and sustained without weight regain. Your goal needs to be specific, measurable, achievable, relevant and timely. So with your GP work out what this might entail.
Third step is food. Now I don't like to tell people who are looking to exercise more to also overhaul their diets. It tends to introduce an unsustainable level of change. That said, be mindful of what you eat and remember that to lose weight you need to eat fewer calories than you burn. Treat yourself, but don't use food as an emotional crutch. If you find yourself getting cravings then have a plan, ie. Before I eat that chocolate bar I will take a 15 minute walk and listen to music and then reassess. Another tip is don't always go for what looks cheap and like a great option. Obviously money is a factor but interestingly it's been shown that because cheap food is cheap, people buy more and then eat more. So you're not saving money anyway. Cheap food also tends to contain more unhealthy ingredients.
Fourth step: exercise. And it's still all about small steps. We live in a very obesogenic environment. Television, cars, kitchen appliances, smart phones, computers all mean that we use less activity in our day to day lives. A lot of people give up weight loss when they struggle to fit a trip to the gym or a rather intense exercise regime into busy working lives. Instead of that, plan how you can work in a total of 30 minutes of moderate exercise into your day. Park further away from work and walk the rest, use the stairs and not the elevator, hang your clothes to dry rather than use the drier. When you feel ready to increase it a bit try and work in a run or a swim, and reframe this as an enjoyable past time around your work, rather than an unwanted duty.
Finally it's about looking at your behavior, and how your thoughts influence your behavior. For instance, a lot of people might encounter this situation: they've just started a diet and it's going well but they go out for a meal and someone buys them a cake. They eat the cake and then feel as though they've ruined their diet. They then think that there's no point going swimming tomorrow as they had planned. They then eat more to feed the sense of guilt this gives them. This sort of dichotomous thinking can be curbed by reframing the scenario. Instead of feeling guilty you could enjoy the cake, but ensure that you go swimming tomorrow as part of a well balanced lifestyle.
A lot of the above could be worked through with a CBT therapist, though many people are averse to counselling. Again it's better to reframe them as more life coaches who can help you evaluate your current beliefs, how they impact on your life, and any potential changes you could make.
Anyway that was quite long. The important message is small steps, don't run before you can walk, and build things up gradually with a plan. And reward yourself for wanting to change, that's half the battle.