Whatever you do OP, make sure it's your thing or it won't stick.
For example, running is always on here as some super magical solution, but for lots of us, it is horrible way to pass time. Don't be disheartened if you try something and it's not for you.
Try lots of things and see what really gets you motivated as that is the key to success and sticking with it. I'd also add that lots of the things below are very well suited for fatties to do (I'm one too!).
It could be anything - roller derby, nordic walking, weight lifting, archery, martial arts, white water rafting, jive dancing, pole fitness, (yes even!) running, downhill mountain biking, bouldering, swimming, rugby....
Last thing I'd say now, is that nobody else actually cares what you look like in exercise clothes (even the lycra). I know that can be a huge stumbling block, but trust me. We're all far too wrapped up in ourselves to worry about what your arse looks like as well!