I did dancing (badly) when I was young, but grew up in a household where males were into sport, and females had no aptitude for it. I was hopeless at PE.
I got into decent habits through the Duke of Edinburgh's Award. For Silver, I learned to swim 25m. For Gold, I ended up swimming a mile, and learning various strokes and skills. That gave me the confidence to learn to ride a bike at 19! To get fit for the expeditions, I walked 1.8 miles to school; briskly, uphill and lugging heavy textbooks.
At uni it was mainly clubbing, then my gap year job involved walking to work and walking round a hospital. I wasn't my fittest, but it was activity.
I realised I needed exercise in my life when I started driving and a new uni course. Suddenly deprived of exercise, my sleep went haywire in two weeks. I twigged quite quickly and went to classes at the local leisure centre. My 20s flitted through a few variations including adult ballet and yoga.
After both my pregnancies where my fitness was utterly trashed by SPD, I put myself on mission to get fit again with walking, classes, buggy fit and DVDs. I was fitter than I was through most of my 20s.
Since DS2, I've got into running via C25k and ended up doing two HMs. Running works for me with its flexibility, getting outside and alone time. I keep it mixed up with other activities.
If I don't exercise, I feel rubbish. My sleep goes, I feel tired and I ache. From reading other people's comments about exercise generally, confidence seems to be the biggest barrier, and I got mine early on. Not that I'm great compared to anyone else, but that I can set myself personal goals and achieve them. Being realistic about what you like and can fit in also helps. For me, variety helps, and having goals.