I am also slim, but wanted to improve my fitness. Went to see a PT and he measured my body fat percentage using callipers - it was very high - even he seemed surprised given the size of me!
Anyway seeing a PT had been the best thing ever. I've never really been keen on sports of any kind, and the ones I did like just weren't easily accessible enough to do (riding and badminton). He taught me loads of techniques I could do at home, and I found as I got fitter, I started to want to do other things - running, cycling, exercise at home (I tend to use Fitness Blender, all free), tennis etc etc.
I still see my PT fortnightly (been about 5 years now), and exercise pretty much daily, even if it's just a walk. My PT was especially helpful in teaching me good form, so I'm less likely to injure myself at home - very important!!
I also bought a Fitbit a few years ago which was a good motivator. I upgraded to an Apple Watch about a year ago, and it's really made me aware of how much (or little!) I do, and has made me step up my activity loads. I'm linked with a few friends, so there's some healthy competition in there too!
Good luck, I now do weights/HIIT 2-3 times a week, a yoga class weekly, a circuits class weekly, PT fortnightly, and walk/cycle/tennis/whatever in between, and get quite angsty if I've not done some exercise - a total personality shift!