Totally agree with this. Getting a trainer is key if you are new - they take all the brain work out of it for you: so you just have to show up. They will also ensure your form is good, so you don’t get injured 2 months in (which happens when people lurch off the couch and into a 5x/week CrossFit regimen). If that’s cost prohibitive, read Starting Strength or check out 5x5 (five by five) for workout programming.
Regarding self-esteem: in addition to improving your physical appearance and general feeling of well-being, exercise also teaches you intimately how to use your will to push through problems/adversity, which builds self-confidence immensely.
Building yourself is also more rewarding than building any work project: nobody can take from you what you build for yourself, and you get out of it directly what you put in. How often can you say that about work?