Stumptuous.com is a great site with lots of info but there was an article posted titled "No Fat Chicks" on it.
The article basically says that most exercise isn't meant for overweight beginners. It has some advice and a beginning workout plan.
http://www.stumptuous.com/no-fat-chicks
If you don't know where to start, it is a great place to start. Even if you aren't overweight, it has some really good tips and Stumptuous.com definitely deserves to be read by anyone interested in fitness.