If you've never been to a gym before or done weights, please, please, please get a personal trainer for a session or two to show your the correct form. I see way too many people at the gym who have shit form but "lift" a lot of weight and it is ineffective and can be dangerous. Form is way more important than weight. Remember, many exercises are designed with a specific muscle to target and if you don't do it properly, you won't get any of the benefits.

I didn't know I would enjoy lifting until I tried Crossfit. Now, Crossfit has many good points and just as many detractors - as with anything, the quality of the gym/instruction can vary a lot. But the main thing it did for me was get me through that intimidating "I don't know what on earth I'm doing here" moment, into a regular group that met 3x/week with built-in accountability and programming to take a lot of the mental friction out of exercise. If you want to get strong, that's not the main goal of Crossfit, but if you want to get fit it works well - and for me, it got me a lot more comfortable with a world of strength training - a vocabulary I was totally unfamiliar with, and frankly intimidated by.

Per the original article, minimizing the frictions that make it less likely you'll do something was really important for me. Not every exercise works for everyone - I found that I prefer a group, or solitary, environment and that mainstream busy gyms don't work well for me. Since I can't afford 1:1 coaching, I do the group stuff, but I'm picky about my gym and coach.

When I moved, I did seek out a local weightlifting gym and met with a coach occasionally, but finding a local gym with even a proper squat rack (not a smith machine) was a challenge. I enjoyed doing the Starting Strength program, though dealing with setbacks from illness, travel etc got annoying (I felt like I was always retreading the same ground) and I missed doing more rounded cardio/plyo/flexibility work, so I've since gone back to Crossfit for a while to get my base fitness back up again.

I got lucky. I had a friend who had been lifting for years, so I didn't have to go alone when starting out.

If I had to make a recommendation for a beginner who might feel stressed out going while being overweight or skinny, I'd suggest you do some research into a program to follow strictly first, then go with a good plan. I recommend reading through Starting Strength for your first time.

Also like everyone says, no one is going to fault you for trying to get in shape. Most people are actually willing to help out if you talk to them and let them.

Honestly: just start (with low weights). That's what I did, anyway. Work your way up and focus on proper form.