I think alot of it may depend on how much weight you have to lose. With people needing to lose more weight it may be more important to consult a doc then someone with less to lose. May also depend on what type of exercise you're going to pick up.
Me personally, I didn't consult my doctor. I don't do hard exercise though. Just walking and mild jogging..I'm just starting the c25k program.
NP, just keep track of how your feeling and if anytime you don't feel well or yourself during your workout it would probably be a good idea then to make an appointment.