Even walking at a leisurely pace burns over 240 calories an hour so keep going and don't give up, you will get fitter by the day and by the week. Why not try your local Walking For Health Group - its free with trained leaders who will take care of you - your local GP surgery will probably have a leaflet or poster about them? Walks start at a very gentle pace over short distances and then build up to two, three and four miles at a faster pace. It isn't competitive.
You will get to meet a new social circle of friends and to explore byways and interesting places in your local area you never knew existed. I really hate exercise but I find walking is both good for the body and good for the soul and in an average week I now burn off between 1,000 and 4,000 calories a week while really enjoying myself gossiping to my mates, looking at lovely scenery or learning about fascinating urban places.
Once you get fitter your local Ramblers group will take you on guided walks from easy paced five milers to exhilarating day and half day walks in areas of outstanding natural beauty, along local canals and exploring historic places; something different each week and an even wider social circle of friends and events to join in with. In my group there are people in their 80s who can give people generations younger a run for their money, literally. An interesting walk is much more fun than hurting yourself at the gym, and also while you are out for the day with a packed lunch your calorie intake will be rationed to what you take with you, no temptations to give in to!