I started off by doing aerobics tapes which show "beginner" options. I like the tapes/DVD's which have people of different levels working out at the same time, so you can just pick a person at your level and follow him/her.
I have older tapes from Susan Powter which have exercisers of all shapes, even one spunky lady who looks to be quite obese but she powers through the work-outs just fine. So, I just followed that side of the room.
If you can find some of those tapes from Susan I would recommend them highly for a beginner. She always shows modifications for exercises if you are having trouble doing them or keeping up, she has people of all sizes in her tapes doing the work-outs at the different levels with different modifications, and she stresses proper form. She isn't doing high impact aerobics or lunges, so it should be do-able for you.