Dharma: For cross country skiing, first off all since you're just starting (congrats on that BTW, starting is the biggest and best step you can take in weight loss), walking should be fine, it will get you moving. You might also want to start some weight training to get the whole body into action and to help you retain muscle as you lose weight.
If you can, maybe go and see if there's an aquafit class near you since it works out the upper and lower body, without much stress on the joints.
If you join a gym that has an elliptical trainer with the movable arms, that would be excellent training for Cross-Country skiing. I'd also see a personal trainer if possible (they're fabbo).
A good focus right now for you is getting into a sustainable routine that will aide ya to your goals.
Anyway congrats on starting out!
Ali