I started going to a gym three months ago. I had been half hearted going to Curves for a year before that but I wasn't in very good shape at all.
Now that I go to the gym, I keep an excel spread sheet on exactly what I do with my cardio. On the first day I did one mile on the elliptical and one mile on the treadmill for a total calorie burn of 292. Yesterday, I did 3 miles on the elliptical and 2 on the treadmill and burned 889 calories. Now, that was a big day for me because there was something on TV that I wanted to finish watching.
Most days I do around 4 miles and burn about 650 in calories.
The weight machines get easier as well. That first week I was so sore and could barely do one rep. I now can do much more weight for more reps, and rarely am I anything other than mildly sore after an increase in weight.
It really does get easier with each passing day. I recently went downtown with my boyfriend to walk around and window shop. He commented on how he now has to work to keep up with my pace and that I am not out of breath anymore.
My body shape is chaning as well and I am losing weight. Keep it up and keep track of your progress.