NinjaTurtle

+1 Making a habit of just exercise/going to the gym is the most important step. Do whatever is appealing to you on the first couple of weeks. Make at least a 15 minute session and repeat for the first couple of weeks.

Once you have some kind of habit of just going then you can begin focusing of what you want from the gym. If doing weights is your goal, technique is more important than weight. For cardio, just slowly increase the speed or volume (time) you work out for. Small steps are easier to stick to than going big at first.

This is great advice!

To add to this, doing some light exercise and spending some time away from busy life, like in nature, can also help improve mental well-being.